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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.26%
7d Period Avg+112.06%
swing±103.82%
LONG MEXC · now
−26.30%
7d avg:−125.84%
SHORT Variational · now
+10.96%
7d avg:−13.78%
Entry Spread Now
+0.128%
In your favorL 0.001324 · S 0.001326+$12.84 if it converges
24h range −1.44%…+0.50% · median −0.08%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$173.72
+1.74%
$Avg Daily PnL
+$25.39
+0.2539%
★Best Day
+$38.93
Nov 8
◎Open Interest
MEXC$5.58M
Variational$17.2K⚡Funding APR
+92.67%
annualized · funding only
⚠Execution Cost
−$4.00
entry + exit fees
⏱Payback
3.8h
to break even
◧24h Volume
MEXC$1.63MVariational$8.5KLoading 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.