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updated —AERO Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.34%
3d Period Avg+17.19%
swing±26.74%
LONG MEXC · now
+10.96%
3d avg:+7.06%
SHORT BloFin · now
+34.29%
3d avg:+24.25%
Entry Spread Now
−0.065%
Eaten by executionL 0.4586 · S 0.4583−$6.54 if it converges
24h range −1.51%…+0.73% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$1.88
−0.02%
$Avg Daily PnL
+$4.71
+0.0471%
★Best Day
+$6.86
Nov 13
◎Open Interest
MEXC$1.58M
BloFin$913.6K⚡Funding APR
+17.18%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
3.4d
to break even
◧24h Volume
MEXC$926.4KBloFin$570.7KLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.