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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
β226.48%
7d Period Avg+3.34%
swingΒ±49.46%
LONG MEXC Β· now
β25.86%
7d avg:β0.34%
SHORT Toobit Β· nowCHIP-SWAP-USDT
β252.34%
7d avg:+3.00%
Entry Spread Now
β0.159%
Against youL 0.06926 Β· S 0.06915β$15.88 if it converges
24h range β2.94%β¦+1.73% Β· median β0.05%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$14.06
β0.14%
$Avg Daily PnL
+$0.91
+0.0091%
β
Best Day
+$9.57
Oct 9
βOpen Interest
β‘Funding APR
+3.33%
annualized Β· funding only
β Execution Cost
β$20.45
entry + exit fees
β±Payback
22.4d
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$20.45 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.