← Back to Screener
updated 8:32:59 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.71%
30d Period Avg+5.87%
swing±13.27%
LONG KuCoin · nowSPYUSDTM
−17.75%
30d avg:+5.08%
SHORT WOOFi Pro · nowPERP_SPY_USDC_mythos
+10.96%
30d avg:+10.95%
Entry Spread Now
+0.105%
Eaten by executionL 773.2900 · S 774.1000+$10.47 if it converges
24h range +0.04%…+0.14% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
+$21.72
+0.22%
$Avg Daily PnL
+$1.56
+0.0156%
★Best Day
+$7.87
Aug 15
◎Open Interest
KuCoin$4.03M
WOOFi Pro$831⚡Funding APR
+5.68%
annualized · funding only
⚠Execution Cost
−$26.51
entry + exit fees
⏱Payback
17.0d
to break even
◧24h Volume
KuCoin$1.38MWOOFi 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 (−$26.51 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.