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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+123.10%
30d Period Avg+66.24%
swing±51.14%
LONG WEEX · now
−41.02%
30d avg:−42.88%
SHORT MEXC · nowFUTUSTOCK_USDT
+82.07%
30d avg:+23.36%
Entry Spread Now
−0.340%
Against youL 111.6200 · S 111.2400−$34.04 if it converges
24h range −1.14%…+0.30% · median −0.45%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$528.31
+5.28%
$Avg Daily PnL
+$18.28
+0.1828%
★Best Day
+$35.65
Sep 25
◎Open Interest
⚡Funding APR
+66.71%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.1d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.