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updated 4:39:40 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.44%
3d Period Avg+16.43%
LONG KuCoin · nowBPUSDTM
+5.48%
3d avg:+5.48%
SHORT CoinW · now
+21.92%
3d avg:+21.91%
Entry Spread Now
+0.057%
Eaten by executionL 0.4029 · S 0.4031+$5.71 if it converges
24h range +5.63%…+9.53% · median +6.92%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- CoinW (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 100%, short 39% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$21.50
−0.21%
$Avg Daily PnL
+$0.63
+0.0063%
★Best Day
+$3.50
Aug 16
◎Open Interest
KuCoin$84.6K
CoinW—⚡Funding APR
+2.28%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.3mo
to break even
◧24h Volume
KuCoin$117.7KCoinW—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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.