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updated 7:22:41 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.44%
3d Period Avg+4.23%
LONG Extended · now
−22.79%
3d avg:−3.51%
SHORT MEXC · now
+1.64%
3d avg:+0.72%
Entry Spread Now
+0.382%
In your favorL ask 604.2900 · S bid 606.6000+$38.23 at entry
24h range +0.30%…+0.52% · median +0.40%
Long pays every1hShort pays every8h
LONGmaker0%/taker0.025%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$8.84
−0.09%
$Avg Daily PnL
+$0.39
+0.0039%
★Best Day
+$2.68
Aug 16
◎Open Interest
Extended$3.66M
MEXC$62.58M⚡Funding APR
+1.43%
annualized · funding only
⚠Execution Cost
−$10.41
entry + exit fees
⏱Payback
26.5d
to break even
◧24h Volume
Extended$2.96MMEXC$8.62MLoading 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 (−$10.41 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.