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updated 7:19:48 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−10.96%
3d Period Avg−14.38%
LONG WOOFi Pro · nowPERP_CL_USDC
+10.96%
3d avg:+8.48%
SHORT Variational · nowCL
+0.00%
3d avg:−5.90%
Entry Spread Now
−0.065%
Against youL ask 83.6000 · S bid 83.5455−$6.52 at entry
24h range −0.23%…+0.28% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.030%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$41.67
−0.42%
$Avg Daily PnL
−$2.95
−0.0295%
★Best Day
−$0.50
Aug 14
◎Open Interest
WOOFi Pro$184.8K
Variational$18.34M⚡Funding APR
−10.78%
annualized · funding only
⚠Execution Cost
−$29.85
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
WOOFi Pro$42.9KVariational$18.39MLoading 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 (−$29.85 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.