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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.75%
3d Period Avg+15.08%
swing±10.30%
LONG Variational · now
−13.27%
3d avg:−8.09%
SHORT MEXC · now
−2.52%
3d avg:+6.99%
Entry Spread Now
−0.130%
Against youL ask 10.8521 · S bid 10.8380−$12.99 at entry
24h range −0.28%…+0.42% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$2.07
−0.02%
$Avg Daily PnL
+$4.13
+0.0413%
★Best Day
+$5.99
Sep 30
◎Open Interest
⚡Funding APR
+15.07%
annualized · funding only
⚠Execution Cost
−$14.46
entry + exit fees
⏱Payback
3.5d
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 + live L2 orderbook slippage on both legs (−$14.46 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.