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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 ~13d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.89%
3d Period Avg+58.28%
swing±56.61%
LONG OKX · nowCXMT-USDT-SWAP
−135.38%
3d avg:−52.82%
SHORT MEXC · nowCXMTSTOCK_USDT
−131.49%
3d avg:+5.46%
Entry Spread Now
+0.279%
In your favorL 8.6000 · S 8.6240+$27.91 if it converges
24h range −0.16%…+0.61% · median +0.26%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$38.37
+0.38%
$Avg Daily PnL
+$17.46
+0.1746%
★Best Day
+$21.17
Sep 26
◎Open Interest
OKX$1.69M
MEXC$1.52M⚡Funding APR
+63.72%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
19.2h
to break even
◧24h Volume
OKX$1.17MMEXC$332.8KLoading 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.