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updated 1:04:01 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−16.87%
1d Period Avg−7.82%
LONG BitMart · nowSPX500USDT
+11.18%
1d avg:−0.22%
SHORT MEXC · nowSPX500_USDT
−5.70%
1d avg:−8.04%
Entry Spread Now
−0.203%
Against youL ask 7,488.63 · S bid 7,473.4−$20.34 at entry
24h range −0.12%…−0.01% · median −0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$66.43
−0.66%
$Avg Daily PnL
−$1.07
−0.0107%
★Best Day
+$1.42
Jul 20
◎Open Interest
⚡Funding APR
−3.91%
annualized · funding only
⚠Execution Cost
−$64.29
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 + live L2 orderbook slippage on both legs (−$64.29 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.