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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
−14.58%
3d Period Avg+10.87%
swing±27.45%
LONG OKX · nowEDGE-USDT-SWAP
+80.33%
3d avg:+48.67%
SHORT MEXC · now
+65.74%
3d avg:+59.54%
Entry Spread Now
+0.034%
Eaten by executionL 0.5855 · S 0.5857+$3.42 if it converges
24h range −0.53%…+0.33% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$5.08
−0.05%
$Avg Daily PnL
+$2.97
+0.0297%
★Best Day
+$10.84
Sep 26
◎Open Interest
OKX$3.85M
MEXC$1.26M⚡Funding APR
+10.86%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
4.7d
to break even
◧24h Volume
OKX$3.69MMEXC$439.8KLoading 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.