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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 ~26d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+2.21%
3d Period Avg+3.59%
swingΒ±69.19%
LONG MEXC Β· now
β51.50%
3d avg:β52.51%
SHORT Toobit Β· nowMET-SWAP-USDT
β49.29%
3d avg:β48.92%
Entry Spread Now
β0.214%
Against youL 0.4212 Β· S 0.4203β$21.37 if it converges
24h range β0.81%β¦+2.21% Β· median β0.02%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$13.05
β0.13%
$Avg Daily PnL
+$0.98
+0.0098%
β
Best Day
+$12.92
Oct 10
βOpen Interest
MEXC$1.30M
Toobit$1.71Mβ‘Funding APR
+3.59%
annualized Β· funding only
β Execution Cost
β$16.00
entry + exit fees
β±Payback
16.3d
to break even
β§24h Volume
MEXC$1.22MToobit$3.34MLoading 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.