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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+51.01%
3d Period Avg+92.37%
swing±72.77%
LONG OKX · nowLIGHT-USDT-SWAP
+35.99%
3d avg:+35.05%
SHORT MEXC · now
+87.00%
3d avg:+127.42%
Entry Spread Now
−0.219%
Against youL 0.1826 · S 0.1822−$21.91 if it converges
24h range −0.62%…+0.73% · median −0.17%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$61.87
+0.62%
$Avg Daily PnL
+$25.29
+0.2529%
★Best Day
+$28.85
Sep 26
◎Open Interest
OKX$968.3K
MEXC$1.44M⚡Funding APR
+92.31%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
13.2h
to break even
◧24h Volume
OKX$956.0KMEXC$142.3KLoading 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.