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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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.51%
7d Period Avg+21.12%
swing±9.38%
LONG Variational · now
−15.69%
7d avg:−14.08%
SHORT MEXC · now
+4.82%
7d avg:+7.04%
Entry Spread Now
+0.128%
In your favorL 0.7787 · S 0.7797+$12.84 if it converges
24h range −0.60%…+0.72% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$36.47
+0.36%
$Avg Daily PnL
+$5.78
+0.0578%
★Best Day
+$7.86
Sep 26
◎Open Interest
Variational$640.3K
MEXC$28.08M⚡Funding APR
+21.10%
annualized · funding only
⚠Execution Cost
−$4.00
entry + exit fees
⏱Payback
16.6h
to break even
◧24h Volume
Variational$88.1KMEXC$5.54MLoading 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 (−$4.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.