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updated 4:34:32 AMFunding 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
−115.27%
3d Period Avg+91.82%
LONG LBank · now
−10.96%
3d avg:−10.96%
SHORT MEXC · now
−126.23%
3d avg:+80.86%
Entry Spread Now
−8.340%
Against youL 94.2000 · S 86.3440−$833.97 if it converges
24h range −9.67%…−6.68% · median −7.98%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
+$49.29
+0.49%
$Avg Daily PnL
+$15.82
+0.1582%
★Best Day
+$28.12
Aug 16
◎Open Interest
LBank—
MEXC$2.88M⚡Funding APR
+57.75%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
21.1h
to break even
◧24h Volume
LBank$147.9KMEXC$2.13MLoading 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.