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updated 10:34:29 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.35%
3d Period Avg+40.93%
LONG CoinW · now
−3.54%
3d avg:+0.52%
SHORT Hibachi · nowXRP/USDT-P
+29.80%
3d avg:+41.45%
Entry Spread Now
−0.114%
Against youL ask 0.9992 · S bid 0.9981−$11.41 at entry
24h range −0.10%…+0.16% · median −0.03%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.045%
Loading Funding History…
↗Total PnL
−$7.15
−0.07%
$Avg Daily PnL
+$8.41
+0.0841%
★Best Day
+$12.63
Aug 15
◎Open Interest
CoinW—
Hibachi$175.0K⚡Funding APR
+30.70%
annualized · funding only
⚠Execution Cost
−$40.79
entry + exit fees
⏱Payback
4.8d
to break even
◧24h Volume
CoinW—Hibachi$120.0KLoading 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 (−$40.79 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.