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updated 5:52:22 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.88%
3d Period Avg−91.07%
LONG MEXC · nowAMATSTOCK_USDT
+0.00%
3d avg:+1.81%
SHORT Bybit · now
+42.88%
3d avg:−89.26%
Entry Spread Now
−0.084%
Against youL 569.7700 · S 569.2900−$8.42 if it converges
24h range −0.49%…+0.44% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$87.80
−0.88%
$Avg Daily PnL
−$24.93
−0.2493%
★Best Day
+$15.68
Jul 21
◎Open Interest
⚡Funding APR
−91.01%
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.