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updated 3:20:47 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+2.97%
LONG Bybit · now
+0.00%
3d avg:+2.20%
SHORT MEXC · now
+0.00%
3d avg:+5.17%
Entry Spread Now
+0.184%
In your favorL 173.5400 · S 173.8600+$18.44 if it converges
24h range −0.29%…+0.32% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$10.55
−0.11%
$Avg Daily PnL
+$0.61
+0.0061%
★Best Day
+$1.36
Jul 20
◎Open Interest
⚡Funding APR
+2.23%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
21.3d
to break even
◧24h Volume
Loading 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 (−$13.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.