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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 ~4.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg−48.11%
swing±138.73%
LONG MEXC · nowISRGSTOCK_USDT
+0.00%
3d avg:+59.07%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.336%
In your favorL 407.9800 · S 409.3500+$33.58 if it converges
24h range −2.26%…+0.91% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$53.52
−0.54%
$Avg Daily PnL
−$13.17
−0.1317%
★Best Day
+$10.43
Sep 28
◎Open Interest
⚡Funding APR
−48.08%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
never
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.