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updated 7:19:13 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−37.68%
LONG Bitget · now
+0.00%
3d avg:+0.00%
SHORT MEXC · nowROKSTOCK_USDT
+0.00%
3d avg:−37.68%
Entry Spread Now
+0.047%
Eaten by executionL 446.2400 · S 446.4500+$4.71 if it converges
24h range −0.25%…+0.41% · median +0.11%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$44.95
−0.45%
$Avg Daily PnL
−$10.32
−0.1032%
★Best Day
+$0.00
Aug 15
◎Open Interest
⚡Funding APR
−37.66%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
never
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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.