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updated —ONE Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.52%
3d Period Avg+82.86%
swing±73.98%
LONG MEXC · now
−31.56%
3d avg:−109.55%
SHORT BingX · now
+10.96%
3d avg:−26.69%
Entry Spread Now
+0.096%
In your favorL 0.001358 · S 0.001359+$9.57 if it converges
24h range −1.14%…+1.27% · median −0.07%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$50.28
+0.50%
$Avg Daily PnL
+$21.43
+0.2143%
★Best Day
+$24.42
Nov 12
◎Open Interest
⚡Funding APR
+78.20%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
15.6h
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.