← Back to Screener
updated —DOT Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.20%
3d Period Avg+8.32%
swing±13.07%
LONG OKX · nowDOT-USDT-SWAP
−35.91%
3d avg:−4.75%
SHORT MEXC · now
−4.71%
3d avg:+3.57%
Entry Spread Now
−0.064%
Eaten by executionL 0.7845 · S 0.7840−$6.37 if it converges
24h range −0.40%…+0.66% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$7.17
−0.07%
$Avg Daily PnL
+$2.28
+0.0228%
★Best Day
+$3.24
Nov 12
◎Open Interest
OKX$9.38M
MEXC$13.71M⚡Funding APR
+8.31%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
6.2d
to break even
◧24h Volume
OKX$12.06MMEXC$6.24MLoading 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.