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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 ~0.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+218.05%
3d Period Avg+59.87%
swing±100.86%
LONG MEXC · now
−336.40%
3d avg:−69.82%
SHORT BingX · now
−118.34%
3d avg:−9.95%
Entry Spread Now
−0.222%
Against youL 12.6080 · S 12.5800−$22.21 if it converges
24h range −2.21%…+2.09% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$8.71
+0.09%
$Avg Daily PnL
+$16.39
+0.1639%
★Best Day
+$24.08
Sep 28
◎Open Interest
⚡Funding APR
+59.84%
annualized · funding only
⚠Execution Cost
−$40.47
entry + exit fees
⏱Payback
2.5d
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 (−$40.47 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.