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updated 7:13:39 AMFunding Arbitrage Backtester
Size per leg$
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
+42.87%
1d Period Avg+39.97%
swing±6.97%
LONG CoinW · nowspcx
−31.92%
1d avg:−31.92%
SHORT Pacifica · nowSPCX
+10.96%
1d avg:+8.05%
Entry Spread Now
−0.014%
NeutralL 141.9900 · S 141.9700
24h range −0.57%…+0.29% · median −0.02%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
−$14.72
−0.15%
$Avg Daily PnL
+$5.47
+0.0547%
★Best Day
+$7.03
Sep 1
◎Open Interest
CoinW—
Pacifica$105.5K⚡Funding APR
+19.97%
annualized · funding only
⚠Execution Cost
−$25.66
entry + exit fees
⏱Payback
4.7d
to break even
◧24h Volume
CoinW—Pacifica$271.6KLoading 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 (−$25.66 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.