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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
+0.00%
7d Period Avg+21.20%
swing±20.22%
LONG MEXC · now
+0.00%
7d avg:+23.97%
SHORT OKX · nowXPT-USDT-SWAP
+0.00%
7d avg:+45.17%
Entry Spread Now
+0.082%
In your favorL 1,768.35 · S 1,769.8+$8.20 if it converges
24h range −0.08%…+0.18% · median +0.04%
Long pays every4hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$21.07
+0.21%
$Avg Daily PnL
+$5.25
+0.0525%
★Best Day
+$12.48
Sep 24
◎Open Interest
⚡Funding APR
+19.17%
annualized · funding only
⚠Execution Cost
−$15.70
entry + exit fees
⏱Payback
3.0d
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 (−$15.70 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.