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updated —BTW Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2695.48%
3d Period Avg−178.70%
swing±120.87%
LONG MEXC · now
−3141.30%
3d avg:−221.45%
SHORT OKX · nowBTW-USDT-SWAP
−445.82%
3d avg:−400.15%
Entry Spread Now
−0.623%
Against youL 0.6576 · S 0.6535−$62.35 if it converges
24h range −7.97%…+2.02% · median −0.23%
Long pays every4hShort pays every1h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Sparse settlements: long 39%, short 3% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$72.73
+0.73%
$Avg Daily PnL
+$28.91
+0.2891%
★Best Day
+$48.14
Nov 13
◎Open Interest
MEXC$1.36M
OKX$1.23M⚡Funding APR
+105.52%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
11.5h
to break even
◧24h Volume
MEXC$5.13MOKX$12.22MLoading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.