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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 covers it in ~511d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.10%
3d Period Avgβ5.28%
swingΒ±7.45%
LONG Binance Futures Β· now
+10.86%
3d avg:+6.24%
SHORT MEXC Β· now
+10.96%
3d avg:+0.96%
Entry Spread Now
+0.098%
In your favorL 0.3560 Β· S 0.3563+$9.83 if it converges
24h range β0.40%β¦+0.30% Β· median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding Historyβ¦
βTotal PnL
β$18.34
β0.18%
$Avg Daily PnL
β$1.45
β0.0145%
β
Best Day
+$0.00
Oct 8
βOpen Interest
Binance Futures$24.81M
MEXC$14.75Mβ‘Funding APR
β5.28%
annualized Β· funding only
β Execution Cost
β$14.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$16.11MMEXC$4.10MLoading 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$14.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.