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updated 4:46:54 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.8d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+137.62%
3d Period Avg+32.80%
LONG CoinW · now
+47.42%
3d avg:+23.11%
SHORT Bybit · now
+185.04%
3d avg:+55.91%
Entry Spread Now
+0.091%
In your favorL ask 0.04407 · S bid 0.04411+$9.08 at entry
24h range −1.34%…+0.49% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Limited funding history — chart clipped to available data
- CoinW (Long): live data only — historical backfill pending (depth grows organically as we ingest)
- Bybit (Short): live data only — historical backfill pending (depth grows organically as we ingest)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 22%, short 83% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$160.83
−1.61%
$Avg Daily PnL
+$4.98
+0.0498%
★Best Day
+$8.18
Aug 21
◎Open Interest
CoinW—
Bybit$4.59M⚡Funding APR
+18.17%
annualized · funding only
⚠Execution Cost
−$180.74
entry + exit fees
⏱Payback
1.2mo
to break even
◧24h Volume
CoinW—Bybit$6.09MLoading 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 (−$180.74 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.