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updated —LIT Funding Arbitrage Backtester
Size per leg$
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
+32.87%
7d Period Avg+18.23%
swing±21.05%
LONG MEXC · now
+10.96%
7d avg:+8.40%
SHORT BloFin · now
+43.83%
7d avg:+26.63%
Entry Spread Now
−0.006%
NeutralL 3.0950 · S 3.0948
24h range −0.51%…+0.48% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$18.94
+0.19%
$Avg Daily PnL
+$4.99
+0.0499%
★Best Day
+$6.85
Nov 8
◎Open Interest
MEXC$3.44M
BloFin$3.22M⚡Funding APR
+18.22%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
MEXC$8.01MBloFin$2.11MLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.