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updated 2:11:55 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~18d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.63%
30d Period Avg−2.92%
LONG MEXC · now
+8.33%
30d avg:+5.27%
SHORT Bybit · now
+10.96%
30d avg:+2.35%
Entry Spread Now
−0.133%
Against youL 1.8090 · S 1.8066−$13.27 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
−$37.01
−0.37%
$Avg Daily PnL
−$0.77
−0.0077%
★Best Day
+$3.63
Jul 30
◎Open Interest
⚡Funding APR
−2.83%
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.