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updated 11:08:47 PMFunding Arbitrage Backtester
Size$
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
−6.36%
3d Period Avg−1.24%
LONG MEXC · now
−186.72%
3d avg:−16.40%
SHORT BloFin · now
−193.07%
3d avg:−17.64%
Entry Spread Now
−0.057%
Eaten by executionL 0.1755 · S 0.1754−$5.70 if it converges
24h range −0.48%…+0.62% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$15.02
−0.15%
$Avg Daily PnL
−$0.34
−0.0034%
★Best Day
+$0.27
Aug 17
◎Open Interest
MEXC$160.2K
BloFin$115.6K⚡Funding APR
−1.24%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
MEXC$303.6KBloFin$21.6KLoading 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.