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updated 4:32:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−4.98%
3d Period Avg+0.03%
LONG MEXC · now
+26.74%
3d avg:+20.72%
SHORT WEEX · now
+21.76%
3d avg:+20.75%
Entry Spread Now
−0.008%
NeutralL 1.2323 · S 1.2322
24h range −0.02%…+0.02% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$17.98
−0.18%
$Avg Daily PnL
+$0.01
+0.0001%
★Best Day
+$0.19
Aug 14
◎Open Interest
⚡Funding APR
+0.02%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
115.9mo
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.