β Back to Screener
updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β51.94%
3d Period Avgβ4.93%
swingΒ±13.03%
LONG Bitget Β· nowCOPPERUSDT
+74.95%
3d avg:+6.09%
SHORT MEXC Β· nowCOPPER_USDT
+23.01%
3d avg:+1.16%
Entry Spread Now
β0.061%
Eaten by executionL 6.6100 Β· S 6.6060β$6.05 if it converges
24h range β0.18%β¦+0.00% Β· median β0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.020%
Loading Funding Historyβ¦
βTotal PnL
β$20.05
β0.20%
$Avg Daily PnL
β$1.35
β0.0135%
β
Best Day
+$0.00
Oct 17
βOpen Interest
Bitget$5.20M
MEXC$17.97Mβ‘Funding APR
β4.93%
annualized Β· funding only
β Execution Cost
β$16.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Bitget$1.50MMEXC$1.23MLoading 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.