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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 ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.42%
7d Period Avg+11.82%
swing±17.48%
LONG OKX · nowSLX-USDT-SWAP
+10.96%
7d avg:+23.26%
SHORT MEXC · now
+36.38%
7d avg:+35.08%
Entry Spread Now
+0.028%
Eaten by executionL 0.07128 · S 0.07130+$2.81 if it converges
24h range −0.58%…+0.41% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$8.66
+0.09%
$Avg Daily PnL
+$3.24
+0.0324%
★Best Day
+$5.88
Sep 26
◎Open Interest
OKX$2.19M
MEXC$1.94M⚡Funding APR
+11.82%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
4.3d
to break even
◧24h Volume
OKX$2.80MMEXC$192.5KLoading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.