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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+20.20%
swing±57.63%
LONG MEXC · now
+10.96%
3d avg:+79.78%
SHORT BingX · now
+10.96%
3d avg:+99.98%
Entry Spread Now
−0.077%
Eaten by executionL 0.07742 · S 0.07736−$7.75 if it converges
24h range −0.51%…+0.27% · median −0.08%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$73.83
−0.74%
$Avg Daily PnL
−$0.58
−0.0058%
★Best Day
+$13.93
Sep 25
◎Open Interest
⚡Funding APR
−2.10%
annualized · funding only
⚠Execution Cost
−$72.10
entry + exit fees
⏱Payback
never
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 (−$72.10 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.