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updated 8:02:36 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+73.51%
3d Period Avg+24.81%
LONG WOOFi Pro · nowPERP_TAO_USDC
−1.24%
3d avg:−1.95%
SHORT Ethereal · now
+72.27%
3d avg:+22.86%
Entry Spread Now
−0.003%
NeutralL 196.2000 · S 196.1949
24h range −0.12%…+0.23% · median +0.03%
Long pays every4hShort pays every1h
LONGmaker0%/taker0.030%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$12.88
−0.13%
$Avg Daily PnL
+$5.07
+0.0507%
★Best Day
+$8.09
Aug 17
◎Open Interest
WOOFi Pro$16.2K⚡Funding APR
+18.50%
annualized · funding only
⚠Execution Cost
−$33.16
entry + exit fees
⏱Payback
6.5d
to break even
◧24h Volume
WOOFi Pro$1.5KLoading 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 (−$33.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.