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updated 2:13:15 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~18d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.80%
30d Period Avg−3.82%
LONG Pacifica · now
+1.16%
30d avg:+1.34%
SHORT WOOFi Pro · nowPERP_SPX500_USDC
+10.96%
30d avg:−2.48%
Entry Spread Now
+0.048%
In your favorL ask 7,775.2 · S bid 7,778.94+$4.81 at entry
24h range −0.47%…+0.19% · median −0.39%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.040%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$58.23
−0.58%
$Avg Daily PnL
−$0.34
−0.0034%
★Best Day
+$8.67
Aug 12
◎Open Interest
⚡Funding APR
−1.23%
annualized · funding only
⚠Execution Cost
−$47.75
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$47.75 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.