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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 ~17d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.93%
3d Period Avg−4.10%
swing±122.21%
LONG MEXC · nowWENSTOCK_USDT
−5.81%
3d avg:+6.53%
SHORT Bitunix · now
+5.12%
3d avg:+2.43%
Entry Spread Now
+0.031%
Eaten by executionL 6.3990 · S 6.4010+$3.13 if it converges
24h range −0.23%…+0.23% · median +0.14%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$55.49
−0.55%
$Avg Daily PnL
−$1.12
−0.0112%
★Best Day
+$18.21
Sep 28
◎Open Interest
⚡Funding APR
−4.10%
annualized · funding only
⚠Execution Cost
−$52.12
entry + exit fees
⏱Payback
never
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 (−$52.12 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.