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updated 4:35:08 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+124.31%
3d Period Avg+10.59%
LONG MEXC · nowBSPSTOCK_USDT
−15.23%
3d avg:−11.51%
SHORT Bybit · now
+109.08%
3d avg:−0.92%
Entry Spread Now
+0.522%
In your favorL 38.3000 · S 38.5000+$52.22 if it converges
24h range +0.05%…+0.52% · median +0.21%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$4.30
−0.04%
$Avg Daily PnL
+$2.17
+0.0217%
★Best Day
+$4.17
Aug 16
◎Open Interest
MEXC$851.6K
Bybit$228.0K⚡Funding APR
+7.94%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
6.0d
to break even
◧24h Volume
MEXC$110.9KBybit$27.2KLoading 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 (−$13.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.