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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
7d Period Avg+25.80%
swing±3.25%
LONG MEXC · now
+10.96%
7d avg:+10.74%
SHORT BloFin · now
+37.26%
7d avg:+36.54%
Entry Spread Now
+0.012%
NeutralL 0.8288 · S 0.8289
24h range −0.19%…+0.15% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$33.44
+0.33%
$Avg Daily PnL
+$7.06
+0.0706%
★Best Day
+$7.20
Sep 21
◎Open Interest
MEXC$19.46M
BloFin$997.6K⚡Funding APR
+25.78%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
MEXC$7.61MBloFin$445.4KLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.