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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 ~64d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.38%
3d Period Avg−0.32%
swing±1.67%
LONG MEXC · now
+16.00%
3d avg:−8.13%
SHORT WEEX · now
+17.37%
3d avg:−8.45%
Entry Spread Now
−0.028%
Eaten by executionL 0.7023 · S 0.7021−$2.85 if it converges
24h range −0.03%…+0.06% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$24.53
−0.25%
$Avg Daily PnL
−$0.09
−0.0009%
★Best Day
+$0.08
Sep 28
◎Open Interest
⚡Funding APR
−0.32%
annualized · funding only
⚠Execution Cost
−$24.27
entry + exit fees
⏱Payback
never
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 (−$24.27 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.