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updated 8:03:06 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~27d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.46%
3d Period Avg+0.76%
LONG MEXC · now
+0.00%
3d avg:+10.49%
SHORT WEEX · now
+2.46%
3d avg:+11.25%
Entry Spread Now
+0.040%
Eaten by executionL 448.7700 · S 448.9500+$4.01 if it converges
24h range −0.06%…+0.13% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$17.38
−0.17%
$Avg Daily PnL
+$0.21
+0.0021%
★Best Day
+$0.74
Aug 17
◎Open Interest
MEXC$105.8K
WEEX$18.8K⚡Funding APR
+0.76%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
2.9mo
to break even
◧24h Volume
MEXC$121.4KWEEX$682.3KLoading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.