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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β0.05%
3d Period Avg+0.11%
swingΒ±0.65%
LONG MEXC Β· now
β140.69%
3d avg:β114.48%
SHORT Binance Futures Β· now
β140.74%
3d avg:β114.37%
Entry Spread Now
β0.015%
NeutralL 0.06517 Β· S 0.06516
24h range β0.75%β¦+0.62% Β· median +0.00%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$13.91
β0.14%
$Avg Daily PnL
+$0.03
+0.0003%
β
Best Day
+$0.13
Oct 9
βOpen Interest
β‘Funding APR
+0.11%
annualized Β· funding only
β Execution Cost
β$14.00
entry + exit fees
β±Payback
15.5mo
to break even
β§24h Volume
Loading 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$14.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.