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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
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−18.65%
3d Period Avg+5.12%
swing±13.40%
LONG MEXC · now
+43.83%
3d avg:+11.74%
SHORT OKX · nowXPT-USDT-SWAP
+25.18%
3d avg:+16.86%
Entry Spread Now
+0.193%
In your favorL 1,761.9 · S 1,765.3+$19.30 if it converges
24h range −0.08%…+0.20% · median +0.04%
Long pays every4hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$26.67
−0.27%
$Avg Daily PnL
+$2.19
+0.0219%
★Best Day
+$6.68
Sep 25
◎Open Interest
⚡Funding APR
+7.98%
annualized · funding only
⚠Execution Cost
−$33.23
entry + exit fees
⏱Payback
15.2d
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 (−$33.23 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.