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updated 8:37:50 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~24d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.16%
3d Period Avg−0.06%
LONG MEXC · now
+10.96%
3d avg:+85.97%
SHORT BloFin · now
+13.11%
3d avg:+85.91%
Entry Spread Now
+0.057%
Eaten by executionL 0.1396 · S 0.1396+$5.73 if it converges
24h range −0.60%…+2.31% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.05
−0.14%
$Avg Daily PnL
−$0.02
−0.0002%
★Best Day
+$0.53
Aug 17
◎Open Interest
MEXC$6.13M
BloFin$363.9K⚡Funding APR
−0.06%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
MEXC$364.5KBloFin$31.0KLoading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.