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updated 8:03:31 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−4.08%
LONG MEXC · now
+26.08%
3d avg:+19.86%
SHORT LBank · now
+26.08%
3d avg:+15.78%
Entry Spread Now
+0.000%
NeutralL 0.7109 · S 0.7109
24h range −0.01%…+0.10% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$16.34
−0.16%
$Avg Daily PnL
−$0.59
−0.0059%
★Best Day
+$0.47
Aug 16
◎Open Interest
⚡Funding APR
−2.14%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
never
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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.