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updated 10:11:39 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+84.41%
3d Period Avg+9.14%
LONG CoinW · now
−89.74%
3d avg:−14.49%
SHORT Pacifica · now
−5.33%
3d avg:−5.35%
Entry Spread Now
−0.164%
Against youL ask 7,745.2 · S bid 7,732.5−$16.40 at entry
24h range −0.25%…+0.01% · median −0.15%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
−$33.47
−0.33%
$Avg Daily PnL
+$4.09
+0.0409%
★Best Day
+$8.67
Aug 14
◎Open Interest
CoinW—
Pacifica$423.0K⚡Funding APR
+14.93%
annualized · funding only
⚠Execution Cost
−$49.84
entry + exit fees
⏱Payback
12.2d
to break even
◧24h Volume
CoinW—Pacifica$211.2KLoading 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 (−$49.84 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.