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updated —Funding Arbitrage Backtester
Size per leg$
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%
30d Period Avg+39.00%
swing±96.69%
LONG Bitget · nowRTXSTOCKUSDT
+0.00%
30d avg:+0.00%
SHORT MEXC · nowRTXSTOCK_USDT
+0.00%
30d avg:+39.00%
Entry Spread Now
−0.075%
Eaten by executionL 185.9100 · S 185.7700−$7.53 if it converges
24h range −0.55%…+0.21% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$300.80
+3.01%
$Avg Daily PnL
+$10.56
+0.1056%
★Best Day
+$61.23
Sep 21
◎Open Interest
⚡Funding APR
+38.54%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
1.5d
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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.