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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β383.18%
3d Period Avgβ89.62%
swingΒ±174.37%
LONG Bybit Β· now
β321.61%
3d avg:+6.46%
SHORT MEXC Β· now
β704.79%
3d avg:β83.16%
Entry Spread Now
β0.427%
Against youL 0.05384 Β· S 0.05361β$42.72 if it converges
24h range β2.94%β¦+0.42% Β· median β0.66%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0.020%
Sparse settlements: long 29%, short 21% of expected. KPIs may be noisy.
Loading Funding Historyβ¦
βTotal PnL
β$20.66
β0.21%
$Avg Daily PnL
β$1.89
β0.0189%
β
Best Day
+$1.43
Oct 11
βOpen Interest
Bybit$6.88M
MEXC$2.15Mβ‘Funding APR
β6.89%
annualized Β· funding only
β Execution Cost
β$15.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Bybit$55.09MMEXC$7.16MLoading Cumulative PnLβ¦
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 (β$15.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.