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updated 5:04:58 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+66.89%
30d Period Avg+49.28%
LONG WOOFi Pro · nowPERP_XPL_USDC
−17.53%
30d avg:−15.18%
SHORT BloFin · now
+49.36%
30d avg:+34.10%
Entry Spread Now
+0.000%
NeutralL 0.07588 · S 0.07588
24h range −0.36%…+1.07% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$386.79
+3.87%
$Avg Daily PnL
+$13.06
+0.1306%
★Best Day
+$20.03
Aug 10
◎Open Interest
WOOFi Pro$30.0K
BloFin$1.44M⚡Funding APR
+47.66%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
WOOFi Pro$2.1KBloFin$256.6KLoading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.