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updated 12:16:40 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.09%
3d Period Avg+11.65%
swing±7.50%
LONG MEXC · nowSPX500_USDT
−9.20%
3d avg:−1.02%
SHORT Pacifica · now
+6.88%
3d avg:+10.63%
Entry Spread Now
−0.179%
Against youL ask 7,653.9 · S bid 7,640.2−$17.90 at entry
24h range −0.21%…+0.09% · median −0.06%
Long pays every8hShort pays every1h
LONGmaker0%/taker0.020%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
−$21.30
−0.21%
$Avg Daily PnL
+$2.56
+0.0256%
★Best Day
+$5.23
Sep 18
◎Open Interest
MEXC$73.29M
Pacifica$290.0K⚡Funding APR
+9.35%
annualized · funding only
⚠Execution Cost
−$31.55
entry + exit fees
⏱Payback
12.3d
to break even
◧24h Volume
MEXC$60.26MPacifica$188.4KLoading 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 (−$31.55 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.