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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
β0.76%
7d Period Avg+0.38%
swingΒ±0.92%
LONG MEXC Β· now
β145.19%
7d avg:β106.38%
SHORT Binance Futures Β· now
β145.95%
7d avg:β106.00%
Entry Spread Now
β0.015%
NeutralL 0.06718 Β· S 0.06717
24h range β0.75%β¦+0.62% Β· median +0.01%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$13.31
β0.13%
$Avg Daily PnL
+$0.10
+0.0010%
β
Best Day
+$0.35
Oct 4
βOpen Interest
MEXC$10.51M
Binance Futures$17.05Mβ‘Funding APR
+0.36%
annualized Β· funding only
β Execution Cost
β$14.00
entry + exit fees
β±Payback
4.7mo
to break even
β§24h Volume
MEXC$8.82MBinance Futures$52.24MLoading 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.