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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 ~7.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.80%
3d Period Avg+87.19%
swing±49.79%
LONG MEXC · now
−18.85%
3d avg:−124.01%
SHORT OKX · nowONE-USDT-SWAP
+10.96%
3d avg:−36.82%
Entry Spread Now
−0.193%
Eaten by executionL 0.001349 · S 0.001347−$19.27 if it converges
24h range −1.53%…+0.61% · median −0.13%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$3.31
−0.03%
$Avg Daily PnL
+$18.25
+0.1825%
★Best Day
+$17.86
Nov 11
◎Open Interest
MEXC$5.66M
OKX$1.64M⚡Funding APR
+66.60%
annualized · funding only
⚠Execution Cost
−$58.05
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
MEXC$1.67MOKX$8.12MLoading 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 (−$58.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.