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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 ~6.8d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+7.48%
7d Period Avgβ1.76%
swingΒ±8.91%
LONG Binance Futures Β· now
β7.70%
7d avg:β2.71%
SHORT MEXC Β· now
β0.22%
7d avg:β4.47%
Entry Spread Now
β0.153%
Against youL 0.1897 Β· S 0.1894β$15.29 if it converges
24h range β0.24%β¦+0.23% Β· median β0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding Historyβ¦
βTotal PnL
β$14.77
β0.15%
$Avg Daily PnL
β$0.11
β0.0011%
β
Best Day
+$1.68
Oct 8
βOpen Interest
Binance Futures$50.34M
MEXC$33.52Mβ‘Funding APR
β0.40%
annualized Β· funding only
β Execution Cost
β$14.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$52.88MMEXC$27.67MLoading 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.