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updated 4:20:13 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+59.94%
3d Period Avg−19.84%
swing±99.48%
LONG MEXC · nowSHAZSTOCK_USDT
−54.46%
3d avg:−4.09%
SHORT trade[XYZ] · nowxyz:SHAZ
+5.48%
3d avg:−23.93%
Entry Spread Now
−0.189%
Against youL 51.7900 · S 51.6920−$18.92 if it converges
24h range −0.49%…+0.30% · median −0.14%
Long pays every8hShort pays every1h
LONGmaker0%/taker0.010%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$28.95
−0.29%
$Avg Daily PnL
−$2.24
−0.0224%
★Best Day
+$1.54
Sep 12
◎Open Interest
⚡Funding APR
−8.16%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.