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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
β518.12%
3d Period Avgβ15.54%
swingΒ±199.88%
LONG Hotcoin Β· now
+690.81%
3d avg:+64.09%
SHORT MEXC Β· now
+172.69%
3d avg:+48.55%
Entry Spread Now
β0.217%
Against youL 0.02303 Β· S 0.02298β$21.71 if it converges
24h range β1.31%β¦+1.83% Β· median β0.17%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.020%
Sparse settlements: long 43%, short 100% of expected. KPIs may be noisy.
Loading Funding Historyβ¦
βTotal PnL
β$0.81
β0.01%
$Avg Daily PnL
+$5.06
+0.0506%
β
Best Day
+$30.57
Oct 20
βOpen Interest
Hotcoin$769.7K
MEXC$865.2Kβ‘Funding APR
+18.49%
annualized Β· funding only
β Execution Cost
β$16.00
entry + exit fees
β±Payback
3.2d
to break even
β§24h Volume
Hotcoin$2.33MMEXC$358.3KLoading 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.