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updated 8:37:17 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%
3d Period Avg+15.01%
swing±33.28%
LONG CoinW · nowspcx
−31.92%
3d avg:−19.49%
SHORT Pacifica · nowSPCX
+10.96%
3d avg:−4.48%
Entry Spread Now
−0.063%
Eaten by executionL 141.8200 · S 141.7300−$6.35 if it converges
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
−$11.22
−0.11%
$Avg Daily PnL
+$3.64
+0.0364%
★Best Day
+$9.61
Sep 1
◎Open Interest
CoinW—
Pacifica$106.2K⚡Funding APR
+13.28%
annualized · funding only
⚠Execution Cost
−$25.78
entry + exit fees
⏱Payback
7.1d
to break even
◧24h Volume
CoinW—Pacifica$253.7KLoading 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 (−$25.78 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.