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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 ~3.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.53%
7d Period Avg+23.02%
swing±21.39%
LONG MEXC · now
+0.00%
7d avg:+23.13%
SHORT Bitget · now
+33.53%
7d avg:+46.15%
Entry Spread Now
+0.085%
Eaten by executionL 1,706.53 · S 1,707.98+$8.50 if it converges
24h range −0.38%…+0.24% · median −0.00%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$11.26
+0.11%
$Avg Daily PnL
+$6.30
+0.0630%
★Best Day
+$12.79
Sep 29
◎Open Interest
⚡Funding APR
+23.00%
annualized · funding only
⚠Execution Cost
−$32.85
entry + exit fees
⏱Payback
5.2d
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 (−$32.85 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.