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updated —Funding Arbitrage Backtester
Size per leg$
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
−0.36%
30d Period Avg−0.19%
swing±1.86%
LONG MEXC · now
−4.16%
30d avg:+6.35%
SHORT WEEX · now
−4.53%
30d avg:+6.16%
Entry Spread Now
+0.017%
NeutralL 1.1956 · S 1.1958
24h range −0.03%…+0.08% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$21.54
−0.22%
$Avg Daily PnL
−$0.05
−0.0005%
★Best Day
+$0.43
Sep 3
◎Open Interest
⚡Funding APR
−0.19%
annualized · funding only
⚠Execution Cost
−$20.00
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.