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updated 10:35:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.48%
30d Period Avg+3.36%
LONG Bybit · now
+0.00%
30d avg:+2.51%
SHORT CoinW · now
+23.48%
30d avg:+5.87%
Entry Spread Now
+0.060%
Eaten by executionL 16.6300 · S 16.6400+$6.01 if it converges
24h range −0.30%…+0.36% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%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 100%, short 4% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$67.99
−0.68%
$Avg Daily PnL
−$1.45
−0.0145%
★Best Day
+$24.47
Jul 29
◎Open Interest
Bybit$5.81M
CoinW—⚡Funding APR
−5.30%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bybit$2.19MCoinW—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.