β Back to Screener
updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~3.6d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+16.36%
7d Period Avg+58.03%
swingΒ±111.14%
LONG MEXC Β· now
β156.69%
7d avg:β106.38%
SHORT Hotcoin Β· now
β140.33%
7d avg:β48.35%
Entry Spread Now
β0.030%
Eaten by executionL 0.06726 Β· S 0.06724β$2.97 if it converges
24h range β0.94%β¦+0.55% Β· median β0.01%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
+$89.91
+0.90%
$Avg Daily PnL
+$15.13
+0.1513%
β
Best Day
+$64.67
Oct 6
βOpen Interest
MEXC$9.02M
Hotcoin$1.22Mβ‘Funding APR
+55.23%
annualized Β· funding only
β Execution Cost
β$16.00
entry + exit fees
β±Payback
1.1d
to break even
β§24h Volume
MEXC$9.22MHotcoin$5.22MLoading 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.