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updated 11:57:26 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.98%
3d Period Avg+25.64%
LONG MEXC · now
+4.60%
3d avg:+3.52%
SHORT Hibachi · nowSUI/USDT-P
+45.58%
3d avg:+29.16%
Entry Spread Now
−0.055%
Against youL ask 0.6767 · S bid 0.6763−$5.47 at entry
24h range −0.22%…+0.08% · median −0.04%
Long pays every8hShort pays every1h
LONGmaker0%/taker0.010%SHORTmaker0%/taker0.045%
Loading Funding History…
↗Total PnL
−$23.92
−0.24%
$Avg Daily PnL
+$5.17
+0.0517%
★Best Day
+$10.73
Aug 15
◎Open Interest
⚡Funding APR
+18.88%
annualized · funding only
⚠Execution Cost
−$44.61
entry + exit fees
⏱Payback
8.6d
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 (−$44.61 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.