← Back to Screener
updated 9:05:23 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+100.70%
1d Period Avg+0.26%
LONG CoinW · now
−89.74%
1d avg:−22.44%
SHORT Pacifica · now
+10.96%
1d avg:−22.18%
Entry Spread Now
−0.178%
Against youL ask 7,745.1 · S bid 7,731.3−$17.82 at entry
24h range −0.24%…+0.01% · median −0.15%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
−$48.93
−0.49%
$Avg Daily PnL
+$1.06
+0.0106%
★Best Day
+$2.02
Aug 17
◎Open Interest
CoinW—
Pacifica$423.1K⚡Funding APR
+3.87%
annualized · funding only
⚠Execution Cost
−$51.05
entry + exit fees
⏱Payback
1.6mo
to break even
◧24h Volume
CoinW—Pacifica$208.9KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$51.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.