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updated 11:10:36 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.70%
3d Period Avg+0.79%
LONG MEXC · now
+10.96%
3d avg:+10.96%
SHORT BloFin · now
+16.66%
3d avg:+11.75%
Entry Spread Now
+0.036%
Eaten by executionL 0.008241 · S 0.008244+$3.64 if it converges
24h range −0.16%…+0.16% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.35
−0.13%
$Avg Daily PnL
+$0.22
+0.0022%
★Best Day
+$0.59
Aug 15
◎Open Interest
MEXC$1.05M
BloFin$112.7K⚡Funding APR
+0.79%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
2.2mo
to break even
◧24h Volume
MEXC$171.0KBloFin$1.8KLoading 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.