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updated 11:57:29 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.84%
3d Period Avg+19.59%
LONG MEXC · now
+10.96%
3d avg:−26.54%
SHORT BloFin · now
+32.80%
3d avg:−6.95%
Entry Spread Now
−0.088%
Against youL ask 204.0500 · S bid 203.8700−$8.82 at entry
24h range −0.86%…+0.08% · median −0.17%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$8.51
−0.09%
$Avg Daily PnL
+$4.02
+0.0402%
★Best Day
+$6.11
Aug 14
◎Open Interest
MEXC—
BloFin$3.62M⚡Funding APR
+14.68%
annualized · funding only
⚠Execution Cost
−$24.60
entry + exit fees
⏱Payback
6.1d
to break even
◧24h Volume
MEXC—BloFin$392.2KLoading 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 (−$24.60 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.