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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 ~3.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.66%
3d Period Avg+17.09%
swing±16.32%
LONG BingX · now
+7.67%
3d avg:+8.72%
SHORT MEXC · now
+24.33%
3d avg:+25.81%
Entry Spread Now
+0.000%
NeutralL 0.005867 · S 0.005867
24h range −0.56%…+0.45% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$0.04
+0.00%
$Avg Daily PnL
+$4.68
+0.0468%
★Best Day
+$7.77
Oct 1
◎Open Interest
⚡Funding APR
+17.08%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
3.0d
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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.