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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.00%
3d Period Avgβ4.27%
swingΒ±11.51%
LONG MEXC Β· now
+10.96%
3d avg:+15.23%
SHORT Bybit Β· now
+10.96%
3d avg:+10.96%
Entry Spread Now
β0.226%
Against youL 0.007981 Β· S 0.007963β$22.55 if it converges
24h range β0.35%β¦+0.17% Β· median β0.14%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.055%
Loading Funding Historyβ¦
βTotal PnL
β$18.51
β0.19%
$Avg Daily PnL
β$1.17
β0.0117%
β
Best Day
+$0.00
Oct 10
βOpen Interest
MEXC$3.11M
Bybit$1.20Mβ‘Funding APR
β4.27%
annualized Β· funding only
β Execution Cost
β$15.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
MEXC$104.4KBybit$97.3KLoading Cumulative PnLβ¦
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 (β$15.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.