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updated 2:28:47 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.69%
3d Period Avg+11.59%
LONG CoinW · now
−2.77%
3d avg:+5.87%
SHORT N1 · now
+28.93%
3d avg:+17.46%
Entry Spread Now
+0.064%
Eaten by executionL 0.06992 · S 0.06996+$6.44 if it converges
24h range −0.04%…+0.08% · median +0.00%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$15.36
−0.15%
$Avg Daily PnL
+$2.38
+0.0238%
★Best Day
+$3.96
Aug 16
◎Open Interest
CoinW—
N1$2.4K⚡Funding APR
+8.67%
annualized · funding only
⚠Execution Cost
−$24.86
entry + exit fees
⏱Payback
10.5d
to break even
◧24h Volume
CoinW—N1$166Loading 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 (−$24.86 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.