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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 ~3.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.75%
7d Period Avg+61.72%
swing±62.03%
LONG MEXC · now
−6.79%
7d avg:−81.23%
SHORT Gate.io · now
+10.96%
7d avg:−19.51%
Entry Spread Now
−0.134%
Against youL 0.0009723 · S 0.0009710−$13.37 if it converges
24h range −0.37%…+0.19% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$99.28
+0.99%
$Avg Daily PnL
+$16.90
+0.1690%
★Best Day
+$40.52
Sep 21
◎Open Interest
⚡Funding APR
+61.67%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
1.1d
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.