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updated 12:36:54 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+97.18%
3d Period Avg+43.93%
LONG WOOFi Pro · nowPERP_TAO_USDC
−1.90%
3d avg:+0.07%
SHORT dYdX · now
+95.29%
3d avg:+44.00%
Entry Spread Now
+0.077%
Eaten by executionL 196.0600 · S 196.2117+$7.74 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
−$20.36
−0.20%
$Avg Daily PnL
+$8.68
+0.0868%
★Best Day
+$21.96
Aug 15
◎Open Interest
WOOFi Pro$16.2K
dYdX$74.4K⚡Funding APR
+31.69%
annualized · funding only
⚠Execution Cost
−$55.09
entry + exit fees
⏱Payback
6.3d
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 (−$55.09 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.