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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
+55.05%
30d Period Avg+174.57%
swing±224.12%
LONG MEXC · now
+10.52%
30d avg:−163.81%
SHORT Bybit · now
+65.57%
30d avg:+10.76%
Entry Spread Now
+1.174%
In your favorL 0.4250 · S 0.4300+$117.40 if it converges
24h range −2.60%…+3.79% · median +0.38%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.055%
Sparse settlements: long 24%, short 28% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$267.52
+2.68%
$Avg Daily PnL
+$10.09
+0.1009%
★Best Day
+$51.62
Sep 23
◎Open Interest
MEXC$16.53M
Bybit$9.37M⚡Funding APR
+36.83%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
MEXC$18.84MBybit$101.33MLoading 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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.