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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β149.35%
3d Period Avgβ2.80%
swingΒ±78.87%
LONG MEXC Β· now
β1.10%
3d avg:β3.26%
SHORT Toobit Β· nowCHIP-SWAP-USDT
β150.44%
3d avg:β6.06%
Entry Spread Now
+0.131%
In your favorL 0.06892 Β· S 0.06901+$13.06 if it converges
24h range β1.18%β¦+1.73% Β· median β0.04%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$19.75
β0.20%
$Avg Daily PnL
β$0.77
β0.0077%
β
Best Day
+$9.57
Oct 9
βOpen Interest
β‘Funding APR
β2.80%
annualized Β· funding only
β Execution Cost
β$17.45
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$17.45 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.