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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
+0.00%
7d Period Avg+13.00%
swingΒ±76.29%
LONG Bitget Β· now
+0.00%
7d avg:β30.35%
SHORT MEXC Β· now
+0.00%
7d avg:β17.35%
Entry Spread Now
β0.041%
Eaten by executionL 9.7840 Β· S 9.7800β$4.09 if it converges
24h range β0.65%β¦+0.54% Β· median β0.08%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.020%
Loading Funding Historyβ¦
βTotal PnL
β$25.68
β0.26%
$Avg Daily PnL
β$1.38
β0.0138%
β
Best Day
+$14.71
Oct 14
βOpen Interest
β‘Funding APR
β5.05%
annualized Β· funding only
β Execution Cost
β$16.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Loading 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.