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updated 4:02:51 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+107.60%
3d Period Avg+10.45%
LONG MEXC · nowQNTSTOCK_USDT
−13.26%
3d avg:−9.35%
SHORT grvt · nowQNTX_USDT_Perp
+94.34%
3d avg:+1.10%
Entry Spread Now
+0.250%
In your favorL 64.0900 · S 64.2500+$24.96 if it converges
24h range −0.25%…+0.57% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$3.42
−0.03%
$Avg Daily PnL
+$2.15
+0.0215%
★Best Day
+$4.74
Aug 15
◎Open Interest
MEXC$23.48M
grvt$1.6K⚡Funding APR
+7.83%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
5.6d
to break even
◧24h Volume
MEXC$113.1Kgrvt$72.2KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.