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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
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.00%
7d Period Avgβ0.34%
swingΒ±8.06%
LONG Binance Futures Β· now
+10.96%
7d avg:+5.47%
SHORT MEXC Β· now
+10.96%
7d avg:+5.13%
Entry Spread Now
+0.126%
In your favorL 0.3566 Β· S 0.3570+$12.62 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$15.18
β0.15%
$Avg Daily PnL
β$0.17
β0.0017%
β
Best Day
+$1.45
Oct 6
βOpen Interest
Binance Futures$24.92M
MEXC$14.67Mβ‘Funding APR
β0.61%
annualized Β· funding only
β Execution Cost
β$14.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$17.33MMEXC$4.20MLoading 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.