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updated 2:43:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.62%
30d Period Avg+10.65%
LONG WEEX · now
−6.71%
30d avg:−3.11%
SHORT MEXC · nowTTWOSTOCK_USDT
+21.92%
30d avg:+7.54%
Entry Spread Now
+0.251%
In your favorL 247.0300 · S 247.6500+$25.10 if it converges
24h range −0.91%…−0.07% · median −0.54%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
+$69.54
+0.70%
$Avg Daily PnL
+$2.82
+0.0282%
★Best Day
+$9.08
Aug 16
◎Open Interest
WEEX$16.0K
MEXC$2.38M⚡Funding APR
+10.31%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
6.4d
to break even
◧24h Volume
WEEX$185.7KMEXC$105.4KLoading Cumulative PnL…
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.