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updated 2:41:06 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.54%
30d Period Avg+5.20%
LONG MEXC · nowBSPSTOCK_USDT
−15.23%
30d avg:−6.58%
SHORT Bybit · now
+42.31%
30d avg:−1.38%
Entry Spread Now
+0.603%
In your favorL 38.1600 · S 38.3900+$60.27 if it converges
24h range +0.05%…+0.52% · median +0.22%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$29.76
+0.30%
$Avg Daily PnL
+$1.38
+0.0138%
★Best Day
+$11.82
Aug 11
◎Open Interest
MEXC$821.3K
Bybit$227.8K⚡Funding APR
+5.03%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
9.4d
to break even
◧24h Volume
MEXC$106.6KBybit$29.2KLoading 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.