β Back to Screener
updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~2.2d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+26.74%
3d Period Avg+19.92%
swingΒ±35.90%
LONG MEXC Β· now
β48.21%
3d avg:β117.90%
SHORT Bitget Β· now
β21.48%
3d avg:β97.98%
Entry Spread Now
β0.217%
Against youL 0.001840 Β· S 0.001836β$21.74 if it converges
24h range β0.68%β¦+0.53% Β· median β0.05%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
+$0.36
+0.00%
$Avg Daily PnL
+$5.45
+0.0545%
β
Best Day
+$5.60
Oct 19
βOpen Interest
MEXCβ
Bitget$1.29Mβ‘Funding APR
+19.90%
annualized Β· funding only
β Execution Cost
β$16.00
entry + exit fees
β±Payback
2.9d
to break even
β§24h Volume
MEXCβBitget$1.42MLoading Cumulative PnLβ¦
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 (β$16.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.