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updated 1:19:27 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
+30.82%
30d Period Avg+3.47%
LONG CoinW · now
−2.77%
30d avg:+6.94%
SHORT N1 · now
+28.05%
30d avg:+10.41%
Entry Spread Now
−0.020%
Eaten by executionL 0.07000 · S 0.06999−$2.00 if it converges
24h range −0.05%…+0.08% · median +0.00%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Limited funding history — chart clipped to available data
- CoinW (Long): data starts Jul 29, 2026 (19d available out of 30d requested)
- N1 (Short): data starts Aug 8, 2026 (8d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 63%, short 27% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$32.76
−0.33%
$Avg Daily PnL
−$0.39
−0.0039%
★Best Day
+$3.96
Aug 16
◎Open Interest
CoinW—
N1$2.4K⚡Funding APR
−1.44%
annualized · funding only
⚠Execution Cost
−$24.86
entry + exit fees
⏱Payback
never
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.