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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.15%
3d Period Avg+13.66%
swing±1.70%
LONG MEXC · now
+10.96%
3d avg:−1.40%
SHORT BloFin · now
+24.11%
3d avg:+12.26%
Entry Spread Now
−0.394%
Against youL 0.2282 · S 0.2273−$39.44 if it converges
24h range −0.71%…+1.03% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$10.31
−0.10%
$Avg Daily PnL
+$3.74
+0.0374%
★Best Day
+$4.02
Sep 29
◎Open Interest
⚡Funding APR
+13.65%
annualized · funding only
⚠Execution Cost
−$21.53
entry + exit fees
⏱Payback
5.8d
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 (−$21.53 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.