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updated 10:54:57 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.16%
1d Period Avg+19.06%
swing±3.62%
LONG MEXC · nowSPX500_USDT
−9.20%
1d avg:−9.02%
SHORT Pacifica · now
+10.96%
1d avg:+10.04%
Entry Spread Now
−0.148%
Against youL ask 7,651.6 · S bid 7,640.3−$14.77 at entry
24h range −0.21%…+0.09% · median −0.05%
Long pays every8hShort pays every1h
LONGmaker0%/taker0.020%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
−$25.39
−0.25%
$Avg Daily PnL
+$2.61
+0.0261%
★Best Day
+$5.10
Sep 18
◎Open Interest
⚡Funding APR
+9.54%
annualized · funding only
⚠Execution Cost
−$30.62
entry + exit fees
⏱Payback
11.7d
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 (−$30.62 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.