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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 ~5.3d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+10.96%
7d Period Avgβ5.08%
swingΒ±28.73%
LONG MEXC Β· now
+10.96%
7d avg:+10.96%
SHORT Toobit Β· nowLIT2-SWAP-USDT
+21.92%
7d avg:+5.88%
Entry Spread Now
+0.097%
In your favorL 3.6989 Β· S 3.7025+$9.73 if it converges
24h range β0.23%β¦+0.16% Β· median β0.01%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$25.74
β0.26%
$Avg Daily PnL
β$1.39
β0.0139%
β
Best Day
+$2.82
Oct 8
βOpen Interest
MEXC$8.55M
Toobit$2.45Mβ‘Funding APR
β5.08%
annualized Β· funding only
β Execution Cost
β$16.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
MEXC$4.52MToobit$3.39MLoading 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.