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updated 11:45:04 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.97%
30d Period Avg+24.41%
LONG MEXC · now
−22.46%
30d avg:+3.59%
SHORT BloFin · now
+20.51%
30d avg:+28.00%
Entry Spread Now
+0.093%
In your favorL 0.000002572 · S 0.000002574+$9.33 if it converges
24h range −0.32%…+0.34% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$183.77
+1.84%
$Avg Daily PnL
+$6.68
+0.0668%
★Best Day
+$11.33
Jul 28
◎Open Interest
⚡Funding APR
+24.39%
annualized · funding only
⚠Execution Cost
−$16.69
entry + exit fees
⏱Payback
2.5d
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 (−$16.69 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.