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updated 10:34:40 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~38d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.51%
3d Period Avg−0.40%
LONG CoinW · now
+1.94%
3d avg:−0.83%
SHORT LBank · now
+6.45%
3d avg:−1.23%
Entry Spread Now
−0.050%
Against youL ask 0.4016 · S bid 0.4014−$4.98 at entry
24h range −0.52%…+0.40% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$46.83
−0.47%
$Avg Daily PnL
−$0.09
−0.0009%
★Best Day
+$0.61
Aug 14
◎Open Interest
CoinW—
LBank—⚡Funding APR
−0.31%
annualized · funding only
⚠Execution Cost
−$46.49
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
CoinW—LBank$1.60MLoading 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 (−$46.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.