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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
+2623.17%
7d Period Avg−70.41%
swing±225.80%
LONG MEXC · now
−3667.26%
7d avg:−60.46%
SHORT OKX · nowBTW-USDT-SWAP
−1044.09%
7d avg:−130.87%
Entry Spread Now
+0.165%
In your favorL 0.6667 · S 0.6678+$16.50 if it converges
24h range −7.97%…+2.02% · median −0.24%
Long pays every4hShort pays every1h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Sparse settlements: long 74%, short 12% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$160.73
+1.61%
$Avg Daily PnL
+$24.96
+0.2496%
★Best Day
+$48.14
Nov 13
◎Open Interest
MEXC$1.50M
OKX$1.26M⚡Funding APR
+91.11%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
13.4h
to break even
◧24h Volume
MEXC$5.04MOKX$12.01MLoading 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.