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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 ~3.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
3d Period Avg+26.00%
swing±1.24%
LONG MEXC · nowPUMPFUN_USDT
+10.96%
3d avg:+10.67%
SHORT BloFin · now
+37.26%
3d avg:+36.67%
Entry Spread Now
+0.137%
Eaten by executionL 0.005109 · S 0.005116+$13.70 if it converges
24h range −0.52%…+1.15% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$6.48
−0.06%
$Avg Daily PnL
+$7.12
+0.0712%
★Best Day
+$7.20
Sep 26
◎Open Interest
⚡Funding APR
+25.99%
annualized · funding only
⚠Execution Cost
−$27.84
entry + exit fees
⏱Payback
3.9d
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 + fees only (orderbook snapshot stale) on both legs (−$27.84 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.