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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β39.87%
7d Period Avg+18.46%
swingΒ±49.64%
LONG Binance Futures Β· now
β39.69%
7d avg:β63.05%
SHORT MEXC Β· now
β79.55%
7d avg:β44.59%
Entry Spread Now
β0.000%
NeutralL 0.03719 Β· S 0.03719
24h range β0.19%β¦+0.32% Β· median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding Historyβ¦
βTotal PnL
β$4.85
β0.05%
$Avg Daily PnL
+$1.31
+0.0131%
β
Best Day
+$9.82
Oct 5
βOpen Interest
Binance Futures$4.55M
MEXC$563.8Kβ‘Funding APR
+4.77%
annualized Β· funding only
β Execution Cost
β$14.00
entry + exit fees
β±Payback
10.7d
to break even
β§24h Volume
Binance Futures$4.31MMEXC$235.1KLoading Cumulative PnLβ¦
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 (β$14.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.