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updated 11:58:16 AMFunding 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
−11.24%
3d Period Avg+1.03%
LONG CoinW · now
+1.94%
3d avg:+0.58%
SHORT LBank · now
−9.31%
3d avg:+1.61%
Entry Spread Now
−0.050%
Against youL ask 0.4015 · S bid 0.4013−$4.98 at entry
24h range −0.52%…+0.15% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$48.54
−0.49%
$Avg Daily PnL
+$0.21
+0.0021%
★Best Day
+$0.61
Aug 14
◎Open Interest
CoinW—
LBank—⚡Funding APR
+0.77%
annualized · funding only
⚠Execution Cost
−$49.39
entry + exit fees
⏱Payback
7.8mo
to break even
◧24h Volume
CoinW—LBank$1.62MLoading 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 (−$49.39 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.