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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 ~4.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.87%
7d Period Avg+11.80%
swing±29.44%
LONG MEXC · now
+10.96%
7d avg:+9.84%
SHORT BloFin · now
+43.83%
7d avg:+21.64%
Entry Spread Now
−0.012%
Against youL ask 2.4747 · S bid 2.4744−$1.21 at entry
24h range −0.96%…+1.06% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.29
−0.21%
$Avg Daily PnL
+$3.23
+0.0323%
★Best Day
+$9.00
Sep 27
◎Open Interest
⚡Funding APR
+11.79%
annualized · funding only
⚠Execution Cost
−$43.90
entry + exit fees
⏱Payback
13.6d
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 (−$43.90 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.