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updated 3:52:37 PMFunding Arbitrage Backtester
Size per leg$
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
−433.37%
3d Period Avg+85.46%
swing±31.15%
LONG Aster · now
+455.29%
3d avg:−63.54%
SHORT CoinW · now
+21.92%
3d avg:+21.92%
Entry Spread Now
+0.068%
Eaten by executionL 0.3910 · S 0.3912+$6.82 if it converges
24h range −2.04%…+1.23% · median +0.04%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- CoinW (Short): 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 99%, short 11% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$41.95
−0.42%
$Avg Daily PnL
−$5.49
−0.0549%
★Best Day
+$11.27
Sep 2
◎Open Interest
Aster$870.7K
CoinW—⚡Funding APR
−20.03%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Aster$3.88MCoinW—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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.