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updated —WLD Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.68%
7d Period Avg+18.53%
swing±11.30%
LONG MEXC · now
−35.72%
7d avg:−8.45%
SHORT Phemex · now
+10.96%
7d avg:+10.08%
Entry Spread Now
−0.071%
Eaten by executionL 0.2808 · S 0.2806−$7.12 if it converges
24h range −0.52%…+0.48% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
+$15.94
+0.16%
$Avg Daily PnL
+$5.07
+0.0507%
★Best Day
+$7.33
Nov 14
◎Open Interest
MEXC$30.30M
Phemex$1.34M⚡Funding APR
+18.51%
annualized · funding only
⚠Execution Cost
−$19.56
entry + exit fees
⏱Payback
3.9d
to break even
◧24h Volume
MEXC$23.99MPhemex$2.73MLoading 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 (−$19.56 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.