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updated —Funding Arbitrage Backtester
Size per leg$
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
−0.63%
3d Period Avg−0.44%
swing±1.80%
LONG MEXC · now
+27.39%
3d avg:+19.92%
SHORT WEEX · now
+26.76%
3d avg:+19.48%
Entry Spread Now
+0.014%
NeutralL 0.6954 · S 0.6955
24h range −0.01%…+0.22% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$20.36
−0.20%
$Avg Daily PnL
−$0.12
−0.0012%
★Best Day
+$0.08
Sep 29
◎Open Interest
⚡Funding APR
−0.44%
annualized · funding only
⚠Execution Cost
−$20.00
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.