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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 covers it in ~3.0d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+52.82%
7d Period Avg+11.15%
swingΒ±26.69%
LONG MEXC Β· now
β41.86%
7d avg:β16.57%
SHORT Bitget Β· now
+10.96%
7d avg:β5.42%
Entry Spread Now
+1.960%
In your favorL 2.2231 Β· S 2.2667+$195.99 if it converges
24h range β1.34%β¦+0.83% Β· median β0.13%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$22.23
β0.22%
$Avg Daily PnL
+$3.05
+0.0305%
β
Best Day
+$9.33
Oct 16
βOpen Interest
β‘Funding APR
+11.14%
annualized Β· funding only
β Execution Cost
β$43.60
entry + exit fees
β±Payback
14.3d
to break even
β§24h Volume
Loading 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$43.60 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.