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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
−125.92%
7d Period Avg+43.86%
swing±162.89%
LONG OKX · nowCXMT-USDT-SWAP
−82.72%
7d avg:−58.10%
SHORT MEXC · nowCXMTSTOCK_USDT
−208.63%
7d avg:−14.24%
Entry Spread Now
−0.012%
NeutralL 8.6460 · S 8.6450
24h range +0.05%…+0.61% · median +0.26%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$70.43
+0.70%
$Avg Daily PnL
+$12.06
+0.1206%
★Best Day
+$22.94
Sep 22
◎Open Interest
OKX$1.73M
MEXC$1.56M⚡Funding APR
+44.03%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
OKX$975.7KMEXC$323.1KLoading 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.