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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
+7.77%
3d Period Avg+7.03%
swing±15.04%
LONG MEXC · now
+5.92%
3d avg:+6.14%
SHORT OKX · nowXPD-USDT-SWAP
+13.69%
3d avg:+13.17%
Entry Spread Now
+0.068%
Eaten by executionL 1,255.75 · S 1,256.6+$6.77 if it converges
24h range −0.05%…+0.11% · median +0.02%
Long pays every4hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$32.18
−0.32%
$Avg Daily PnL
+$1.56
+0.0156%
★Best Day
+$4.69
Sep 25
◎Open Interest
MEXC$11.75M
OKX$677.0K⚡Funding APR
+5.71%
annualized · funding only
⚠Execution Cost
−$36.87
entry + exit fees
⏱Payback
23.6d
to break even
◧24h Volume
MEXC$102.3KOKX$91.3KLoading 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 (−$36.87 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.