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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 covers it in ~54d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+1.09%
3d Period Avgβ0.01%
swingΒ±0.30%
LONG MEXC Β· now
β140.69%
3d avg:β101.92%
SHORT Hotcoin Β· now
β139.61%
3d avg:β101.93%
Entry Spread Now
β0.015%
NeutralL 0.06710 Β· S 0.06709
24h range β0.94%β¦+0.55% Β· median β0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$16.01
β0.16%
$Avg Daily PnL
+$0.00
+0.0000%
β
Best Day
+$0.06
Oct 9
βOpen Interest
MEXC$9.35M
Hotcoin$1.22Mβ‘Funding APR
β0.01%
annualized Β· funding only
β Execution Cost
β$16.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
MEXC$8.78MHotcoin$5.11MLoading 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.