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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.39%
3d Period Avg+108.53%
swing±99.51%
LONG MEXC · now
−16.44%
3d avg:−124.01%
SHORT Variational · now
+10.96%
3d avg:−15.48%
Entry Spread Now
−0.149%
Against youL 0.001343 · S 0.001341−$14.89 if it converges
24h range −1.44%…+0.50% · median −0.09%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$68.27
+0.68%
$Avg Daily PnL
+$24.09
+0.2409%
★Best Day
+$21.47
Nov 13
◎Open Interest
MEXC$5.57M
Variational$17.6K⚡Funding APR
+87.92%
annualized · funding only
⚠Execution Cost
−$4.00
entry + exit fees
⏱Payback
4.1h
to break even
◧24h Volume
MEXC$1.66MVariational$10.5KLoading 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 (−$4.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.