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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 ~7.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.40%
3d Period Avg+9.57%
swing±3.64%
LONG MEXC · nowPLTRSTOCK_USDT
+0.00%
3d avg:−0.52%
SHORT WEEX · now
+10.40%
3d avg:+9.05%
Entry Spread Now
+0.016%
NeutralL 189.7600 · S 189.7900
24h range −0.12%…+0.43% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$12.13
−0.12%
$Avg Daily PnL
+$2.62
+0.0262%
★Best Day
+$3.09
Sep 26
◎Open Interest
⚡Funding APR
+9.57%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
7.6d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.