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updated 5:10:10 AMFunding 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
+47.56%
30d Period Avg+11.01%
LONG CoinW · now
−17.49%
30d avg:−1.57%
SHORT BloFin · now
+30.07%
30d avg:+9.44%
Entry Spread Now
−0.030%
Eaten by executionL 0.3325 · S 0.3324−$3.01 if it converges
24h range −0.07%…+0.01% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- CoinW (Long): data starts Jul 29, 2026 (19d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$37.85
+0.38%
$Avg Daily PnL
+$2.02
+0.0202%
★Best Day
+$6.73
Jul 19
◎Open Interest
CoinW—
BloFin$3.74M⚡Funding APR
+7.37%
annualized · funding only
⚠Execution Cost
−$24.71
entry + exit fees
⏱Payback
12.3d
to break even
◧24h Volume
CoinW—BloFin$2.40MLoading 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 (−$24.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.