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updated 7:22:41 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~33d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.30%
3d Period Avg−1.89%
LONG Variational · now
+7.65%
3d avg:+1.14%
SHORT MEXC · now
+10.96%
3d avg:−0.75%
Entry Spread Now
+0.536%
In your favorL 0.01772 · S 0.01781+$53.63 if it converges
24h range −0.80%…+0.66% · median +0.09%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$32.72
−0.33%
$Avg Daily PnL
−$0.64
−0.0064%
★Best Day
+$0.00
Aug 15
◎Open Interest
Variational$18.9K
MEXC$380.0K⚡Funding APR
−2.33%
annualized · funding only
⚠Execution Cost
−$30.16
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Variational$21.3KMEXC$202.4KLoading 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 (−$30.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.