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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~20d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.62%
7d Period Avg+74.18%
swing±118.09%
LONG MEXC · now
−4.27%
7d avg:−104.55%
SHORT Binance Futures · now
−1.65%
7d avg:−30.37%
Entry Spread Now
−0.046%
Eaten by executionL 0.03499 · S 0.03497−$4.65 if it converges
24h range −0.97%…+1.11% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$137.87
+1.38%
$Avg Daily PnL
+$21.70
+0.2170%
★Best Day
+$63.58
Oct 5
◎Open Interest
⚡Funding APR
+79.19%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
15.6h
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.