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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
+0.00%
30d Period Avg−8.35%
swing±83.34%
LONG MEXC · nowCOPSTOCK_USDT
+0.00%
30d avg:+8.67%
SHORT Bitget · now
+0.00%
30d avg:+0.32%
Entry Spread Now
+0.096%
In your favorL 124.9800 · S 125.1000+$9.60 if it converges
24h range −0.09%…+0.32% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$84.56
−0.85%
$Avg Daily PnL
−$2.29
−0.0229%
★Best Day
+$27.39
Sep 14
◎Open Interest
⚡Funding APR
−8.34%
annualized · funding only
⚠Execution Cost
−$16.00
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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.