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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−15.85%
3d Period Avg+25.98%
swing±17.62%
LONG MEXC · now
+21.48%
3d avg:+11.41%
SHORT BloFin · now
+5.63%
3d avg:+37.39%
Entry Spread Now
+0.062%
Eaten by executionL 1.6170 · S 1.6180+$6.18 if it converges
24h range −0.65%…+1.58% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$12.86
−0.13%
$Avg Daily PnL
+$7.11
+0.0711%
★Best Day
+$10.55
Sep 26
◎Open Interest
⚡Funding APR
+25.96%
annualized · funding only
⚠Execution Cost
−$34.20
entry + exit fees
⏱Payback
4.8d
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 (−$34.20 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.