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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+100.81%
3d Period Avg+92.36%
swing±88.31%
LONG MEXC · now
+34.19%
3d avg:+30.90%
SHORT BingX · now
+135.00%
3d avg:+123.26%
Entry Spread Now
−0.076%
Against youL 0.1048 · S 0.1047−$7.64 if it converges
24h range −0.79%…+0.55% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$61.86
+0.62%
$Avg Daily PnL
+$25.29
+0.2529%
★Best Day
+$39.00
Sep 26
◎Open Interest
⚡Funding APR
+92.30%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
13.2h
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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.