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updated 11:50:43 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+5.80%
LONG CoinW · now
+10.96%
3d avg:+5.16%
SHORT BingX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.067%
Eaten by executionL 0.007488 · S 0.007493+$6.68 if it converges
24h range −0.83%…+0.82% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Limited funding history — chart clipped to available data
- CoinW (Long): live data only — historical backfill pending (depth grows organically as we ingest)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 44%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$15.41
−0.15%
$Avg Daily PnL
+$1.65
+0.0165%
★Best Day
+$3.00
Aug 14
◎Open Interest
CoinW—
BingX$4.50M⚡Funding APR
+6.01%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
13.4d
to break even
◧24h Volume
CoinW—BingX$5.28MLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.