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updated 8:03:25 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.31%
3d Period Avg+11.45%
LONG OKX · nowWET-USDT-SWAP
+10.96%
3d avg:+12.41%
SHORT MEXC · now
+28.27%
3d avg:+23.86%
Entry Spread Now
−0.028%
Eaten by executionL 0.07053 · S 0.07051−$2.84 if it converges
24h range −0.08%…+0.60% · median +0.20%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$3.12
−0.03%
$Avg Daily PnL
+$2.96
+0.0296%
★Best Day
+$6.99
Aug 15
◎Open Interest
OKX$701.1K
MEXC$245.1K⚡Funding APR
+10.81%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
4.0d
to break even
◧24h Volume
OKX$178.4KMEXC$133.6KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.