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updated 9:04:50 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+3.67%
LONG Bybit · now
+0.00%
3d avg:−3.67%
SHORT MEXC · nowVRTSTOCK_USDT
+0.00%
3d avg:+0.00%
Entry Spread Now
+0.642%
In your favorL 292.8200 · S 294.7000+$64.20 if it converges
24h range +0.48%…+1.16% · median +0.86%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$9.99
−0.10%
$Avg Daily PnL
+$1.00
+0.0100%
★Best Day
+$3.01
Aug 17
◎Open Interest
⚡Funding APR
+3.66%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
12.9d
to break even
◧24h Volume
Loading 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 (−$13.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.