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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 ~0.2d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+246.68%
7d Period Avgβ8.70%
swingΒ±145.22%
LONG Bybit Β· now
β954.97%
7d avg:β5.56%
SHORT MEXC Β· now
β708.29%
7d avg:β14.26%
Entry Spread Now
β0.674%
Against youL 0.05634 Β· S 0.05596β$67.45 if it converges
24h range β3.04%β¦+0.82% Β· median β0.73%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0.020%
Sparse settlements: long 26%, short 23% of expected. KPIs may be noisy.
Loading Funding Historyβ¦
βTotal PnL
β$10.53
β0.11%
$Avg Daily PnL
+$0.64
+0.0064%
β
Best Day
+$4.68
Oct 6
βOpen Interest
Bybit$7.42M
MEXC$2.14Mβ‘Funding APR
+2.33%
annualized Β· funding only
β Execution Cost
β$15.00
entry + exit fees
β±Payback
23.5d
to break even
β§24h Volume
Bybit$63.13MMEXC$8.05MLoading 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.