← Back to Screener
updated 10:06:32 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.75%
3d Period Avg+4.32%
swing±9.41%
LONG KuCoin · nowSPYUSDTM
−14.79%
3d avg:+6.62%
SHORT WOOFi Pro · nowPERP_SPY_USDC_mythos
+10.96%
3d avg:+10.94%
Entry Spread Now
+0.115%
Eaten by executionL 773.1200 · S 774.0100+$11.51 if it converges
24h range +0.05%…+0.14% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$25.80
−0.26%
$Avg Daily PnL
+$0.89
+0.0089%
★Best Day
+$2.47
Sep 4
◎Open Interest
KuCoin$4.03M
WOOFi Pro$831⚡Funding APR
+3.24%
annualized · funding only
⚠Execution Cost
−$29.35
entry + exit fees
⏱Payback
1.1mo
to break even
◧24h Volume
KuCoin$1.39MWOOFi Pro$612Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$29.35 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.