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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+911.77%
3d Period Avg+87.66%
swing±64.39%
LONG Variational · now
−2892.78%
3d avg:−81.72%
SHORT MEXC · now
−1981.01%
3d avg:+5.94%
Entry Spread Now
+0.366%
In your favorL 0.06829 · S 0.06854+$36.61 if it converges
24h range −2.48%…+2.00% · median +0.02%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$90.38
+0.90%
$Avg Daily PnL
+$31.46
+0.3146%
★Best Day
+$43.17
Sep 30
◎Open Interest
⚡Funding APR
+114.83%
annualized · funding only
⚠Execution Cost
−$4.00
entry + exit fees
⏱Payback
3.1h
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 (−$4.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.