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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 ~6.9d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+8.41%
3d Period Avg+17.71%
swingΒ±66.05%
LONG MEXC Β· now
β21.91%
3d avg:β121.74%
SHORT Toobit Β· nowCTSI-SWAP-USDT
β13.51%
3d avg:β104.03%
Entry Spread Now
β0.058%
Eaten by executionL 0.03466 Β· S 0.03464β$5.77 if it converges
24h range β0.37%β¦+0.29% Β· median +0.03%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$4.69
β0.05%
$Avg Daily PnL
+$3.77
+0.0377%
β
Best Day
+$10.22
Oct 11
βOpen Interest
MEXC$573.5K
Toobit$2.80Mβ‘Funding APR
+13.76%
annualized Β· funding only
β Execution Cost
β$16.00
entry + exit fees
β±Payback
4.2d
to break even
β§24h Volume
MEXC$412.2KToobit$5.63MLoading 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$16.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.