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updated 2:38:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+92.63%
30d Period Avg+19.31%
LONG Bybit · now
+10.96%
30d avg:+96.39%
SHORT CoinW · now
+103.59%
30d avg:+115.70%
Entry Spread Now
−0.989%
Against youL 0.1395 · S 0.1381−$98.92 if it converges
24h range −1.36%…+0.55% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- CoinW (Short): data starts Aug 15, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 100%, short 6% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$266.87
−2.67%
$Avg Daily PnL
−$7.87
−0.0787%
★Best Day
+$2.00
Aug 17
◎Open Interest
Bybit$1.37M
CoinW—⚡Funding APR
−28.71%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bybit$682.8KCoinW—Loading 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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.