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updated 3:16:07 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+0.18%
LONG Bybit · now
+0.00%
3d avg:+1.95%
SHORT MEXC · nowQQQSTOCK_USDT
+0.00%
3d avg:+2.13%
Entry Spread Now
−0.035%
Eaten by executionL 707.2300 · S 706.9800−$3.53 if it converges
24h range −0.23%…+0.10% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$12.85
−0.13%
$Avg Daily PnL
+$0.04
+0.0004%
★Best Day
+$0.09
Jul 20
◎Open Interest
⚡Funding APR
+0.14%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
11.4mo
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 (−$13.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.