← Back to Screener
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
+10.60%
7d Period Avg+15.82%
swing±8.46%
LONG Variational · now
−9.29%
7d avg:−8.15%
SHORT MEXC · now
+1.31%
7d avg:+7.67%
Entry Spread Now
+0.090%
In your favorL ask 10.9361 · S bid 10.9460+$9.05 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
+$16.02
+0.16%
$Avg Daily PnL
+$4.33
+0.0433%
★Best Day
+$5.99
Sep 30
◎Open Interest
Variational$2.58M
MEXC$52.93M⚡Funding APR
+15.80%
annualized · funding only
⚠Execution Cost
−$14.29
entry + exit fees
⏱Payback
3.3d
to break even
◧24h Volume
Variational$540.0KMEXC$39.60MLoading 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 (−$14.29 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.