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updated 8:37:19 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.03%
3d Period Avg+21.45%
LONG MEXC · now
−8.77%
3d avg:−19.89%
SHORT Extended · now
+5.26%
3d avg:+1.56%
Entry Spread Now
+0.232%
In your favorL 68,830 · S 68,990+$23.25 if it converges
24h range +0.00%…+0.30% · median +0.23%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.010%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
+$10.62
+0.11%
$Avg Daily PnL
+$4.41
+0.0441%
★Best Day
+$12.47
Aug 16
◎Open Interest
MEXC$437.3K
Extended$613⚡Funding APR
+16.08%
annualized · funding only
⚠Execution Cost
−$7.00
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
MEXC$142.9KExtended$1.9KLoading 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 (−$7.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.