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updated 10:13:58 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+215.55%
3d Period Avg−112.80%
LONG MEXC · nowAMATSTOCK_USDT
+25.64%
3d avg:+2.04%
SHORT Bybit · now
+241.19%
3d avg:−110.76%
Entry Spread Now
−0.013%
NeutralL 554.3900 · S 554.3200
24h range −0.36%…+0.61% · median +0.06%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$95.35
−0.95%
$Avg Daily PnL
−$20.59
−0.2059%
★Best Day
+$8.13
Jul 21
◎Open Interest
⚡Funding APR
−75.15%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
never
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 + fees only (orderbook snapshot stale) on both legs (−$13.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.