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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.49%
3d Period Avg+10.73%
swing±0.52%
LONG MEXC · nowAAPLSTOCK_USDT
+0.00%
3d avg:+0.00%
SHORT WEEX · now
+10.49%
3d avg:+10.73%
Entry Spread Now
−0.006%
Against youL ask 340.1300 · S bid 340.1100−$0.59 at entry
24h range −0.09%…+0.11% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$12.87
−0.13%
$Avg Daily PnL
+$2.94
+0.0294%
★Best Day
+$2.98
Sep 27
◎Open Interest
⚡Funding APR
+10.73%
annualized · funding only
⚠Execution Cost
−$21.69
entry + exit fees
⏱Payback
7.4d
to break even
◧24h Volume
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 (−$21.69 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.