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updated 3:57:16 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+1.94%
LONG MEXC · now
+10.96%
3d avg:+9.02%
SHORT Bybit · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.028%
Eaten by executionL 1.8070 · S 1.8075+$2.77 if it converges
24h range −0.50%…+0.25% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$11.41
−0.11%
$Avg Daily PnL
+$0.40
+0.0040%
★Best Day
+$0.76
Aug 15
◎Open Interest
⚡Funding APR
+1.45%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
1.1mo
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.