← Back to Screener
updated 2:37:27 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+77.54%
30d Period Avg+20.37%
LONG WOOFi Pro · nowPERP_WOO_USDC
−68.77%
30d avg:−12.60%
SHORT Binance Futures · now
+8.76%
30d avg:+7.77%
Entry Spread Now
+0.332%
In your favorL 0.01053 · S 0.01056+$33.24 if it converges
24h range −0.20%…+0.47% · median +0.09%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.030%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$151.31
+1.51%
$Avg Daily PnL
+$5.40
+0.0540%
★Best Day
+$29.57
Aug 1
◎Open Interest
WOOFi Pro$15.7K
Binance Futures$1.06M⚡Funding APR
+19.70%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
WOOFi Pro$1.2KBinance Futures$796.0KLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.