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updated —ARB Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.59%
3d Period Avg+10.61%
swing±9.29%
LONG MEXC · now
−10.30%
3d avg:−1.47%
SHORT Hotcoin · now
+2.29%
3d avg:+9.14%
Entry Spread Now
+0.093%
In your favorL 0.1403 · S 0.1404+$9.26 if it converges
24h range −0.36%…+0.41% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$7.28
−0.07%
$Avg Daily PnL
+$2.91
+0.0291%
★Best Day
+$3.77
Nov 12
◎Open Interest
⚡Funding APR
+10.61%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
5.5d
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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.