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updated 4:34:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.04%
3d Period Avg+15.36%
LONG BloFin · now
+4.50%
3d avg:+9.76%
SHORT MEXC · now
+24.54%
3d avg:+25.12%
Entry Spread Now
−0.058%
Eaten by executionL 0.01715 · S 0.01714−$5.83 if it converges
24h range −1.16%…+0.23% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$1.39
−0.01%
$Avg Daily PnL
+$3.15
+0.0315%
★Best Day
+$4.49
Aug 15
◎Open Interest
BloFin$349.7K
MEXC$496.0K⚡Funding APR
+11.51%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
BloFin$15.3KMEXC$352.1KLoading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.