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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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+70.00%
3d Period Avg+41.70%
swing±26.20%
LONG OKX · nowINJ-USDT-SWAP
−37.67%
3d avg:−25.60%
SHORT MEXC · now
+32.32%
3d avg:+16.10%
Entry Spread Now
−0.013%
NeutralL 7.7340 · S 7.7330
24h range −0.46%…+0.22% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$20.25
+0.20%
$Avg Daily PnL
+$11.42
+0.1142%
★Best Day
+$16.90
Sep 27
◎Open Interest
OKX$7.10M
MEXC$32.86M⚡Funding APR
+41.67%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
OKX$13.11MMEXC$13.63MLoading 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.