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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+117.46%
30d Period Avg+10.47%
swing±23.87%
LONG Bybit · now
+0.00%
30d avg:+0.00%
SHORT MEXC · now
+117.46%
30d avg:+10.47%
Entry Spread Now
−0.302%
Against youL 11.2640 · S 11.2300−$30.18 if it converges
24h range −0.43%…+0.14% · median −0.12%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$70.97
+0.71%
$Avg Daily PnL
+$2.87
+0.0287%
★Best Day
+$15.76
Sep 1
◎Open Interest
⚡Funding APR
+10.46%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
5.2d
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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.