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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 never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β10.96%
3d Period Avgβ11.66%
swingΒ±41.27%
LONG Hotcoin Β· now
+10.96%
3d avg:+23.55%
SHORT MEXC Β· nowASTSSTOCK_USDT
+0.00%
3d avg:+11.89%
Entry Spread Now
+0.137%
In your favorL 51.0200 Β· S 51.0900+$13.72 if it converges
24h range β0.12%β¦+0.16% Β· median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.020%
Loading Funding Historyβ¦
βTotal PnL
β$17.72
β0.18%
$Avg Daily PnL
β$0.57
β0.0057%
β
Best Day
+$2.19
Oct 8
βOpen Interest
Hotcoin$782.4K
MEXC$1.84Mβ‘Funding APR
β2.09%
annualized Β· funding only
β Execution Cost
β$16.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Hotcoin$187.5KMEXC$250.3KLoading 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$16.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.