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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 ~40d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.08%
30d Period Avg−0.08%
swing±1.92%
LONG MEXC · now
−26.30%
30d avg:+8.93%
SHORT WEEX · now
−24.22%
30d avg:+8.85%
Entry Spread Now
+0.028%
Eaten by executionL 0.7019 · 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
−$23.51
−0.24%
$Avg Daily PnL
−$0.02
−0.0002%
★Best Day
+$0.49
Sep 21
◎Open Interest
⚡Funding APR
−0.08%
annualized · funding only
⚠Execution Cost
−$22.85
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 (−$22.85 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.