← Back to Screener
updated 11:33:31 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.14%
1d Period Avg+10.16%
swing±17.07%
LONG Pacifica · now
+10.96%
1d avg:+10.96%
SHORT CoinW · now
+27.10%
1d avg:+21.12%
Entry Spread Now
+0.139%
In your favorL ask 4,383.6 · S bid 4,389.71+$13.94 at entry
24h range −0.01%…+0.23% · median +0.13%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$19.41
−0.19%
$Avg Daily PnL
+$2.88
+0.0288%
★Best Day
+$2.88
Sep 18
◎Open Interest
Pacifica$1.47M
CoinW—⚡Funding APR
+10.50%
annualized · funding only
⚠Execution Cost
−$22.29
entry + exit fees
⏱Payback
7.8d
to break even
◧24h Volume
Pacifica$1.44MCoinW—Loading 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 (−$22.29 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.