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updated 4:02:40 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+394.76%
3d Period Avg−27.81%
LONG Bybit · now
−1262.17%
3d avg:−331.10%
SHORT CoinW · now
−867.41%
3d avg:−358.91%
Entry Spread Now
+0.374%
In your favorL 0.02270 · S 0.02279+$37.44 if it converges
24h range −3.50%…+2.14% · median +0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Sparse settlements: long 33%, short 22% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$1.45
−0.01%
$Avg Daily PnL
+$7.18
+0.0718%
★Best Day
+$54.80
Aug 15
◎Open Interest
Bybit$3.56M
CoinW—⚡Funding APR
+26.22%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
Bybit$9.58MCoinW—Loading 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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.