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updated 11:51:58 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+69.47%
3d Period Avg+14.06%
LONG CoinW · now
+10.96%
3d avg:+10.96%
SHORT BingX · now
+80.43%
3d avg:+25.02%
Entry Spread Now
−0.408%
Against youL 0.1961 · S 0.1953−$40.80 if it converges
24h range −0.77%…+0.31% · median −0.10%
Long pays every4hShort pays every4h
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 33%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$6.34
+0.06%
$Avg Daily PnL
+$7.09
+0.0709%
★Best Day
+$11.73
Aug 14
◎Open Interest
CoinW—
BingX$5.55M⚡Funding APR
+25.86%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
CoinW—BingX$6.51MLoading 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.