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updated 4:34:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.46%
3d Period Avg+24.28%
LONG MEXC · now
−9.42%
3d avg:+7.40%
SHORT BloFin · now
+16.04%
3d avg:+31.68%
Entry Spread Now
−0.375%
Against youL 1.0919 · S 1.0878−$37.55 if it converges
24h range −0.46%…+3.37% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$5.94
+0.06%
$Avg Daily PnL
+$4.98
+0.0498%
★Best Day
+$7.20
Aug 15
◎Open Interest
MEXC$574.2K
BloFin$566.2K⚡Funding APR
+18.20%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
MEXC$323.9KBloFin$62.3KLoading 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.