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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 never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.00%
7d Period Avg+0.10%
swingΒ±5.99%
LONG Binance Futures Β· now
+10.96%
7d avg:+13.33%
SHORT MEXC Β· now
+10.96%
7d avg:+13.43%
Entry Spread Now
β0.035%
Eaten by executionL 0.0006228 Β· S 0.0006226β$3.53 if it converges
24h range β0.45%β¦+0.17% Β· median β0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding Historyβ¦
βTotal PnL
β$14.08
β0.14%
$Avg Daily PnL
β$0.01
β0.0001%
β
Best Day
+$0.00
Oct 4
βOpen Interest
Binance Futures$4.82M
MEXC$4.68Mβ‘Funding APR
β0.04%
annualized Β· funding only
β Execution Cost
β$14.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$434.5KMEXC$109.9KLoading Cumulative PnLβ¦
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (β$14.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.