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updated 7:11:09 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.48%
30d Period Avg+2.35%
swing±7.46%
LONG Bitunix · now
−6.62%
30d avg:+6.82%
SHORT CoinW · now
+12.87%
30d avg:+9.17%
Entry Spread Now
−0.047%
Eaten by executionL 170.4600 · S 170.3800−$4.69 if it converges
24h range −0.79%…+0.38% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$4.74
−0.05%
$Avg Daily PnL
+$0.62
+0.0062%
★Best Day
+$2.79
Sep 3
◎Open Interest
Bitunix—
CoinW—⚡Funding APR
+2.27%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.3mo
to break even
◧24h Volume
Bitunix$659.4KCoinW—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.