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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.30%
7d Period Avg+7.77%
swing±4.86%
LONG WEEX · now
−9.30%
7d avg:+12.05%
SHORT MEXC · nowBXSTOCK_USDT
+0.00%
7d avg:+19.82%
Entry Spread Now
−0.093%
Eaten by executionL 118.4100 · S 118.3000−$9.29 if it converges
24h range −0.30%…+0.00% · median −0.11%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$5.11
−0.05%
$Avg Daily PnL
+$2.13
+0.0213%
★Best Day
+$3.11
Sep 24
◎Open Interest
⚡Funding APR
+7.77%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
9.4d
to break even
◧24h Volume
Loading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.