← Back to Screener
updated 7:22:48 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−13.59%
3d Period Avg−15.14%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT MEXC · now
−2.63%
3d avg:−4.18%
Entry Spread Now
+0.154%
In your favorL 0.01297 · S 0.01299+$15.42 if it converges
24h range −0.99%…+0.47% · median −0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$24.43
−0.24%
$Avg Daily PnL
−$3.11
−0.0311%
★Best Day
−$0.87
Aug 14
◎Open Interest
Gate.io$10.2K
MEXC$8.6K⚡Funding APR
−11.34%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$11.2KMEXC$100.8KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.