← Back to Screener
updated 5:03:19 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.87%
30d Period Avg+9.11%
LONG Gate.io · nowNAS100_USDT
−21.91%
30d avg:−2.92%
SHORT WOOFi Pro · nowPERP_NAS100_USDC
+10.96%
30d avg:+6.19%
Entry Spread Now
−0.294%
Against youL ask 30,143.04 · S bid 30,054.3−$29.44 at entry
24h range −0.53%…+0.22% · median −0.22%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
+$30.91
+0.31%
$Avg Daily PnL
+$2.47
+0.0247%
★Best Day
+$9.04
Aug 11
◎Open Interest
Gate.io$1.62M
WOOFi Pro$415.0K⚡Funding APR
+9.00%
annualized · funding only
⚠Execution Cost
−$45.57
entry + exit fees
⏱Payback
18.5d
to break even
◧24h Volume
Gate.io$34.1KWOOFi Pro$258Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$45.57 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.