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updated 2:42:38 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+186.28%
30d Period Avg+86.98%
LONG LBank · now
−10.96%
30d avg:−10.96%
SHORT MEXC · now
+175.32%
30d avg:+76.02%
Entry Spread Now
−9.481%
Against youL 93.7300 · S 84.8430−$948.15 if it converges
24h range −9.67%…−6.60% · median −7.72%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.010%
Limited funding history — chart clipped to available data
- LBank (Long): data starts Aug 15, 2026 (2d available out of 30d requested)
- MEXC (Short): data starts Jul 31, 2026 (17d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 7%, short 56% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$180.84
+1.81%
$Avg Daily PnL
+$10.82
+0.1082%
★Best Day
+$28.12
Aug 16
◎Open Interest
LBank—
MEXC$2.71M⚡Funding APR
+39.51%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
LBank$130.0KMEXC$2.11MLoading 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.