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updated 1:20:54 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+11.40%
LONG MEXC · nowMETASTOCK_USDT
+0.00%
3d avg:−0.44%
SHORT KuCoin · nowMETAUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.286%
Against youL ask 639.1500 · S bid 637.3200−$28.63 at entry
24h range −0.33%…+1.54% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$33.24
−0.33%
$Avg Daily PnL
+$2.34
+0.0234%
★Best Day
+$4.01
Jul 17
◎Open Interest
⚡Funding APR
+8.54%
annualized · funding only
⚠Execution Cost
−$42.60
entry + exit fees
⏱Payback
18.2d
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$42.60 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.