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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 covers it in ~4.1d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+14.24%
3d Period Avg+7.22%
swingΒ±11.13%
LONG MEXC Β· now
β20.82%
3d avg:β1.16%
SHORT Bitget Β· now
β6.57%
3d avg:+6.06%
Entry Spread Now
+0.170%
In your favorL 0.04118 Β· S 0.04125+$17.00 if it converges
24h range β0.32%β¦+0.59% Β· median +0.05%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$10.07
β0.10%
$Avg Daily PnL
+$1.98
+0.0198%
β
Best Day
+$2.28
Oct 17
βOpen Interest
MEXCβ
Bitget$905.4Kβ‘Funding APR
+7.21%
annualized Β· funding only
β Execution Cost
β$16.00
entry + exit fees
β±Payback
8.1d
to break even
β§24h Volume
MEXCβBitget$1.27MLoading 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$16.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.