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updated 7:21:54 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+57.44%
LONG MEXC · now
+10.96%
3d avg:−54.20%
SHORT KuCoin · nowUMAUSDTM
+10.96%
3d avg:+3.24%
Entry Spread Now
+0.000%
NeutralL 0.3180 · S 0.3180
24h range −0.19%…+0.31% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$33.18
+0.33%
$Avg Daily PnL
+$11.80
+0.1180%
★Best Day
+$20.07
Aug 16
◎Open Interest
MEXC$228.2K
KuCoin$273.1K⚡Funding APR
+43.05%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
MEXC$122.0KKuCoin$6.1KLoading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.