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updated 2:44:32 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%
30d Period Avg+16.43%
LONG KuCoin · nowBPUSDTM
+5.48%
30d avg:+5.48%
SHORT CoinW · now
+21.92%
30d avg:+21.91%
Entry Spread Now
+5.114%
In your favorL 0.3835 · S 0.4031+$511.36 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 3% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$63.00
−0.63%
$Avg Daily PnL
−$1.26
−0.0126%
★Best Day
+$3.50
Aug 16
◎Open Interest
KuCoin$80.6K
CoinW—⚡Funding APR
−4.59%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$118.0KCoinW—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.