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updated 2:41:58 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.06%
30d Period Avg+14.80%
LONG BloFin · now
+11.49%
30d avg:+8.13%
SHORT MEXC · now
+24.54%
30d avg:+22.93%
Entry Spread Now
+0.176%
In your favorL 0.01709 · S 0.01712+$17.55 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
+$107.61
+1.08%
$Avg Daily PnL
+$3.92
+0.0392%
★Best Day
+$9.22
Jul 31
◎Open Interest
BloFin$352.0K
MEXC$479.8K⚡Funding APR
+14.32%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
BloFin$15.3KMEXC$284.4KLoading 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.