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updated 2:44:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~40d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.32%
30d Period Avg−0.38%
LONG CoinW · now
+6.54%
30d avg:+10.07%
SHORT BloFin · now
+12.86%
30d avg:+9.69%
Entry Spread Now
−0.168%
Eaten by executionL 0.004171 · S 0.004164−$16.78 if it converges
24h range −0.47%…+0.16% · median −0.14%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- CoinW (Long): data starts Aug 15, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 7%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$148.62
−1.49%
$Avg Daily PnL
−$2.57
−0.0257%
★Best Day
+$3.41
Jul 20
◎Open Interest
CoinW—
BloFin$106.4K⚡Funding APR
−9.36%
annualized · funding only
⚠Execution Cost
−$69.10
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
CoinW—BloFin$7.0KLoading 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 (−$69.10 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.