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updated —ICP Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.38%
3d Period Avg+23.07%
swing±11.25%
LONG MEXC · now
+8.66%
3d avg:+8.18%
SHORT BloFin · now
+35.04%
3d avg:+31.25%
Entry Spread Now
+0.042%
Eaten by executionL 2.3960 · S 2.3970+$4.17 if it converges
24h range −1.00%…+0.58% · median −0.04%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$2.95
+0.03%
$Avg Daily PnL
+$6.32
+0.0632%
★Best Day
+$8.96
Nov 13
◎Open Interest
MEXC$6.68M
BloFin$955.2K⚡Funding APR
+23.06%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
2.5d
to break even
◧24h Volume
MEXC$6.70MBloFin$651.2KLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.