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updated 4:07:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.18%
3d Period Avg+15.77%
LONG MEXC · now
−0.22%
3d avg:−4.81%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.617%
In your favorL 0.01297 · S 0.01305+$61.68 if it converges
24h range −0.69%…+1.00% · median +0.31%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$0.73
+0.01%
$Avg Daily PnL
+$3.18
+0.0318%
★Best Day
+$4.24
Aug 15
◎Open Interest
MEXC$8.2K
Gate.io$15.6K⚡Funding APR
+11.62%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
3.8d
to break even
◧24h Volume
MEXC$102.3KGate.io$3.9KLoading 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.