← Back to Screener
updated 8:04:26 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+10.96%
LONG MEXC · nowLMTSTOCK_USDT
+0.00%
3d avg:+0.00%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.252%
In your favorL 594.6000 · S 596.1000+$25.23 if it converges
24h range −0.32%…+0.52% · median +0.25%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$2.00
−0.02%
$Avg Daily PnL
+$2.50
+0.0250%
★Best Day
+$3.00
Aug 15
◎Open Interest
MEXC$2.41M
Gate.io$30.6K⚡Funding APR
+9.13%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
4.8d
to break even
◧24h Volume
MEXC$106.2KGate.io$4.8KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.