← Back to Screener
updated 2:39:18 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~23d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.81%
30d Period Avg+0.84%
LONG CoinW · now
+6.23%
30d avg:+5.47%
SHORT BloFin · now
+10.04%
30d avg:+6.31%
Entry Spread Now
+0.000%
NeutralL 0.03934 · S 0.03934
24h range −0.36%…+0.10% · median −0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- CoinW (Long): data starts Aug 15, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 7%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$2.86
−0.03%
$Avg Daily PnL
+$0.68
+0.0068%
★Best Day
+$3.06
Aug 9
◎Open Interest
CoinW—
BloFin$121.1K⚡Funding APR
+2.49%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.2mo
to break even
◧24h Volume
CoinW—BloFin$20.3KLoading 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.