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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
7d Period Avg+11.40%
swing±16.00%
LONG Lighter · now
+0.00%
7d avg:−3.01%
SHORT MEXC · now
+10.96%
7d avg:+8.39%
Entry Spread Now
+0.191%
In your favorL 4,182.97 · S 4,190.97+$19.13 if it converges
24h range +0.10%…+0.37% · median +0.22%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$13.97
+0.14%
$Avg Daily PnL
+$3.02
+0.0302%
★Best Day
+$5.51
Sep 28
◎Open Interest
⚡Funding APR
+11.02%
annualized · funding only
⚠Execution Cost
−$7.16
entry + exit fees
⏱Payback
2.4d
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 (−$7.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.