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updated 7:20:00 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.15%
3d Period Avg−7.55%
LONG MEXC · now
−2.19%
3d avg:+33.65%
SHORT Bybit · now
+10.96%
3d avg:+26.10%
Entry Spread Now
+0.162%
In your favorL 0.1856 · S 0.1859+$16.16 if it converges
24h range −2.91%…+2.94% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$19.20
−0.19%
$Avg Daily PnL
−$1.55
−0.0155%
★Best Day
+$2.50
Aug 16
◎Open Interest
MEXC$757.9K
Bybit$3.72M⚡Funding APR
−5.66%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
MEXC$2.92MBybit$14.04MLoading 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.