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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 covers it in ~115d
βSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+1.19%
3d Period Avg+9.31%
swingΒ±6.63%
LONG MEXC Β· nowSPX500_USDT
β1.31%
3d avg:β3.70%
SHORT Toobit Β· nowSPX500-SWAP-USDT
β0.13%
3d avg:+5.61%
Entry Spread Now
β0.149%
Against youL ask 7,816 Β· S bid 7,804.32β$14.94 at entry
24h range β0.16%β¦+0.06% Β· median β0.03%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$29.92
β0.30%
$Avg Daily PnL
+$2.55
+0.0255%
β
Best Day
+$4.42
Oct 9
βOpen Interest
MEXC$60.72M
Toobit$554.4Kβ‘Funding APR
+9.30%
annualized Β· funding only
β Execution Cost
β$37.57
entry + exit fees
β±Payback
14.7d
to break even
β§24h Volume
MEXC$11.05MToobit$67.2KLoading Cumulative PnLβ¦
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 (β$37.57 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.