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updated 11:57:31 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.79%
3d Period Avg+33.42%
LONG MEXC · now
+2.96%
3d avg:−8.79%
SHORT BloFin · now
+30.75%
3d avg:+24.63%
Entry Spread Now
−0.142%
Against youL ask 0.000002607 · S bid 0.000002603−$14.19 at entry
24h range −0.36%…+0.34% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$7.66
+0.08%
$Avg Daily PnL
+$6.86
+0.0686%
★Best Day
+$11.09
Aug 15
◎Open Interest
⚡Funding APR
+25.05%
annualized · funding only
⚠Execution Cost
−$19.79
entry + exit fees
⏱Payback
2.9d
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 + live L2 orderbook slippage on both legs (−$19.79 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.