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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~33d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+1.54%
3d Period Avg+1.76%
swingΒ±6.90%
LONG Binance Futures Β· now
β6.25%
3d avg:β6.62%
SHORT MEXC Β· now
β4.71%
3d avg:β4.86%
Entry Spread Now
β0.021%
Eaten by executionL 0.1892 Β· S 0.1892β$2.11 if it converges
24h range β0.24%β¦+0.30% Β· median β0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding Historyβ¦
βTotal PnL
β$11.81
β0.12%
$Avg Daily PnL
+$0.73
+0.0073%
β
Best Day
+$1.07
Oct 8
βOpen Interest
Binance Futures$50.06M
MEXC$33.18Mβ‘Funding APR
+2.67%
annualized Β· funding only
β Execution Cost
β$14.00
entry + exit fees
β±Payback
19.2d
to break even
β§24h Volume
Binance Futures$51.25MMEXC$26.37MLoading Cumulative PnLβ¦
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 (β$14.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.