← Back to Screener
updated 12:57:27 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.63%
3d Period Avg+0.78%
swing±14.35%
LONG Pacifica · now
−8.63%
3d avg:+11.88%
SHORT CoinW · now
+0.00%
3d avg:+12.66%
Entry Spread Now
+0.139%
In your favorL ask 4,377 · S bid 4,383.1+$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
−$20.68
−0.21%
$Avg Daily PnL
+$0.20
+0.0020%
★Best Day
+$2.88
Sep 18
◎Open Interest
Pacifica$1.46M
CoinW—⚡Funding APR
+0.74%
annualized · funding only
⚠Execution Cost
−$21.49
entry + exit fees
⏱Payback
3.5mo
to break even
◧24h Volume
Pacifica$1.39MCoinW—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 (−$21.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.