← Back to Screener
updated 2:44:12 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.19%
30d Period Avg+0.85%
LONG Bybit · now
+0.00%
30d avg:+0.00%
SHORT CoinW · now
+28.19%
30d avg:+0.85%
Entry Spread Now
+0.044%
Eaten by executionL 45.7100 · S 45.7300+$4.38 if it converges
24h range −0.11%…+0.31% · median +0.13%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- Bybit (Long): data starts Aug 6, 2026 (11d available out of 30d requested)
- CoinW (Short): data starts Jul 29, 2026 (19d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 37%, short 63% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$20.43
−0.20%
$Avg Daily PnL
+$0.13
+0.0013%
★Best Day
+$2.57
Aug 17
◎Open Interest
Bybit$225.2K
CoinW—⚡Funding APR
+0.47%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
6.0mo
to break even
◧24h Volume
Bybit$88.1KCoinW—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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.