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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−4.67%
3d Period Avg−9.56%
swing±32.33%
LONG WEEX · now
+60.34%
3d avg:−14.83%
SHORT MEXC · now
+55.66%
3d avg:−24.39%
Entry Spread Now
+0.010%
NeutralL 198.7100 · S 198.7300
24h range −0.22%…+0.19% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$27.85
−0.28%
$Avg Daily PnL
−$2.62
−0.0262%
★Best Day
+$1.61
Sep 28
◎Open Interest
⚡Funding APR
−9.55%
annualized · funding only
⚠Execution Cost
−$20.00
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.