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updated 7:19:44 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.20%
3d Period Avg−8.32%
LONG Variational · now
−5.88%
3d avg:+5.78%
SHORT MEXC · now
+1.31%
3d avg:−2.54%
Entry Spread Now
+0.270%
In your favorL 4,403.02 · S 4,414.9+$26.99 if it converges
24h range +0.15%…+0.44% · median +0.32%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$14.50
−0.14%
$Avg Daily PnL
−$1.71
−0.0171%
★Best Day
−$0.21
Aug 17
◎Open Interest
Variational$13.94M
MEXC$17.69M⚡Funding APR
−6.24%
annualized · funding only
⚠Execution Cost
−$7.66
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Variational$770.8KMEXC$3.59MLoading 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 (−$7.66 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.