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updated 2:15:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.41%
30d Period Avg+7.61%
LONG Hotcoin · now
−13.15%
30d avg:+0.38%
SHORT CoinW · now
+19.26%
30d avg:+7.99%
Entry Spread Now
−0.048%
Eaten by executionL 103.3200 · S 103.2700−$4.84 if it converges
24h range −0.33%…+0.24% · median −0.02%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- 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.
Loading Funding History…
↗Total PnL
+$12.11
+0.12%
$Avg Daily PnL
+$1.16
+0.0116%
★Best Day
+$8.26
Aug 11
◎Open Interest
Hotcoin$1.90M
CoinW—⚡Funding APR
+4.25%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
20.6d
to break even
◧24h Volume
Hotcoin—CoinW—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.