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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
−391.62%
3d Period Avg−93.85%
swing±99.67%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT MEXC · now
−380.66%
3d avg:−82.89%
Entry Spread Now
−0.017%
NeutralL 0.02922 · S 0.02921
24h range −0.64%…+0.25% · median −0.15%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$93.10
−0.93%
$Avg Daily PnL
−$26.37
−0.2637%
★Best Day
−$13.20
Oct 1
◎Open Interest
⚡Funding APR
−96.24%
annualized · funding only
⚠Execution Cost
−$14.00
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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.