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updated 9:06:20 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+0.14%
LONG MEXC · now
+10.96%
3d avg:+10.96%
SHORT OKX · nowAT-USDT-SWAP
+10.96%
3d avg:+11.10%
Entry Spread Now
+0.200%
In your favorL 0.1503 · S 0.1506+$19.96 if it converges
24h range −0.38%…+0.44% · median +0.19%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$11.88
−0.12%
$Avg Daily PnL
+$0.04
+0.0004%
★Best Day
+$0.12
Aug 15
◎Open Interest
MEXC$341.0K
OKX$215.0K⚡Funding APR
+0.14%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
10.3mo
to break even
◧24h Volume
MEXC$192.5KOKX$291.0KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.