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updated 7:22:41 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+2.69%
LONG Extended · now
+7.01%
3d avg:−1.56%
SHORT MEXC · now
+7.01%
3d avg:+1.13%
Entry Spread Now
+0.328%
In your favorL 204.0702 · S 204.7400+$32.82 if it converges
24h range +0.13%…+0.46% · median +0.33%
Long pays every1hShort pays every8h
LONGmaker0%/taker0.025%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$14.00
−0.14%
$Avg Daily PnL
+$0.29
+0.0029%
★Best Day
+$1.67
Aug 14
◎Open Interest
⚡Funding APR
+1.05%
annualized · funding only
⚠Execution Cost
−$15.15
entry + exit fees
⏱Payback
1.8mo
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 (−$15.15 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.