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updated 2:41:52 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
+25.77%
30d Period Avg+24.41%
LONG MEXC · now
−12.71%
30d avg:−99.98%
SHORT BloFin · now
+13.06%
30d avg:−75.57%
Entry Spread Now
−0.189%
Against youL 1.0605 · S 1.0585−$18.86 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
+$31.55
+0.32%
$Avg Daily PnL
+$1.47
+0.0147%
★Best Day
+$19.64
Jul 26
◎Open Interest
MEXC$538.5K
BloFin$555.0K⚡Funding APR
+5.36%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
9.5d
to break even
◧24h Volume
MEXC$319.9KBloFin$60.2KLoading 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.