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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~5.6d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+10.52%
3d Period Avg+16.42%
swingΒ±10.67%
LONG MEXC Β· now
β14.46%
3d avg:β20.92%
SHORT Bitget Β· now
β3.94%
3d avg:β4.50%
Entry Spread Now
β0.086%
Against youL 0.01277 Β· S 0.01276β$8.61 if it converges
24h range β0.90%β¦+0.37% Β· median β0.03%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$3.98
β0.04%
$Avg Daily PnL
+$4.01
+0.0401%
β
Best Day
+$4.25
Oct 17
βOpen Interest
MEXC$5.28M
Bitget$1.73Mβ‘Funding APR
+14.62%
annualized Β· funding only
β Execution Cost
β$16.00
entry + exit fees
β±Payback
4.0d
to break even
β§24h Volume
MEXC$981.1KBitget$2.69MLoading Cumulative PnLβ¦
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 (β$16.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.