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updated 2:20:16 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~37d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.63%
30d Period Avg+6.66%
LONG WOOFi Pro · nowPERP_TAO_USDC
−6.63%
30d avg:−0.33%
SHORT dYdX · now
+0.00%
30d avg:+6.33%
Entry Spread Now
+0.077%
Eaten by executionL 196.2900 · S 196.4414+$7.71 if it converges
24h range −0.06%…+0.17% · median +0.05%
Long pays every4hShort pays every1h
LONGmaker0%/taker0.030%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$13.26
−0.13%
$Avg Daily PnL
+$1.77
+0.0177%
★Best Day
+$24.08
Aug 16
◎Open Interest
WOOFi Pro$16.2K
dYdX$74.4K⚡Funding APR
+6.45%
annualized · funding only
⚠Execution Cost
−$68.03
entry + exit fees
⏱Payback
1.3mo
to break even
◧24h Volume
WOOFi Pro$230dYdX$1.2KLoading 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 (−$68.03 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.