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updated 8:38:11 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+160.35%
3d Period Avg+118.84%
LONG MEXC · now
−293.99%
3d avg:−370.11%
SHORT OKX · nowBICO-USDT-SWAP
−133.64%
3d avg:−251.27%
Entry Spread Now
+0.965%
In your favorL 0.01968 · S 0.01987+$96.54 if it converges
24h range −1.09%…+1.99% · median −0.04%
Long pays every8hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.050%
Sparse settlements: long 44%, short 17% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$99.79
+1.00%
$Avg Daily PnL
+$37.26
+0.3726%
★Best Day
+$45.47
Aug 16
◎Open Interest
MEXC$694.7K
OKX$2.84M⚡Funding APR
+136.02%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
7.7h
to break even
◧24h Volume
MEXC$3.39MOKX$27.96MLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.