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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 ~3.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+62.24%
7d Period Avg+69.26%
swing±49.45%
LONG MEXC · now
+10.96%
7d avg:+22.06%
SHORT Gate.io · now
+73.20%
7d avg:+91.32%
Entry Spread Now
−0.226%
Eaten by executionL 0.05308 · S 0.05296−$22.61 if it converges
24h range −1.08%…+0.94% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$75.34
+0.75%
$Avg Daily PnL
+$18.96
+0.1896%
★Best Day
+$41.99
Sep 22
◎Open Interest
⚡Funding APR
+69.21%
annualized · funding only
⚠Execution Cost
−$57.39
entry + exit fees
⏱Payback
3.0d
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 + fees only (orderbook snapshot stale) on both legs (−$57.39 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.