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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4900d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.06%
3d Period Avg+76.12%
swing±26.19%
LONG WOOFi Pro · nowPERP_ZEC_USDC
−6.15%
3d avg:−4.76%
SHORT Aftermath · now
−6.08%
3d avg:+71.36%
Entry Spread Now
+0.028%
In your favorL ask 1,146.58 · S bid 1,146.9+$2.78 at entry
24h range −1.00%…+1.06% · median +0.05%
Long pays every8hShort pays every1h
LONGmaker0%/taker0.030%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$17.81
−0.18%
$Avg Daily PnL
+$20.91
+0.2091%
★Best Day
+$21.94
Oct 18
◎Open Interest
⚡Funding APR
+76.33%
annualized · funding only
⚠Execution Cost
−$80.55
entry + exit fees
⏱Payback
3.9d
to break even
◧24h Volume
Loading 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 (−$80.55 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.