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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 ~4.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.05%
3d Period Avg+36.28%
swing±19.99%
LONG MEXC · now
+0.00%
3d avg:+31.16%
SHORT Bitget · now
+28.05%
3d avg:+67.44%
Entry Spread Now
−0.055%
Eaten by executionL 1,711.74 · S 1,710.8−$5.49 if it converges
24h range −0.38%…+0.18% · median −0.00%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$2.71
−0.03%
$Avg Daily PnL
+$9.93
+0.0993%
★Best Day
+$12.79
Sep 29
◎Open Interest
⚡Funding APR
+36.26%
annualized · funding only
⚠Execution Cost
−$32.51
entry + exit fees
⏱Payback
3.3d
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 (−$32.51 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.