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updated 11:14:14 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+54.74%
1d Period Avg+92.66%
LONG WOOFi Pro · nowPERP_TAO_USDC
−6.58%
1d avg:−2.42%
SHORT dYdX · now
+48.16%
1d avg:+90.24%
Entry Spread Now
+0.118%
Eaten by executionL 195.7500 · S 195.9818+$11.84 if it converges
24h range −0.10%…+0.17% · median +0.04%
Long pays every4hShort pays every1h
LONGmaker0%/taker0.030%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$30.75
−0.31%
$Avg Daily PnL
+$12.68
+0.1268%
★Best Day
+$13.08
Aug 15
◎Open Interest
WOOFi Pro$16.2K
dYdX$74.3K⚡Funding APR
+46.30%
annualized · funding only
⚠Execution Cost
−$56.12
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
WOOFi Pro$0dYdX$5.1KLoading 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 (−$56.12 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.