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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 ~19d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.21%
7d Period Avg+8.59%
swing±5.03%
LONG WEEX · now
−10.21%
7d avg:−9.85%
SHORT MEXC · nowZMSTOCK_USDT
+0.00%
7d avg:−1.26%
Entry Spread Now
−0.022%
Eaten by executionL 90.2200 · S 90.2000−$2.22 if it converges
24h range −0.21%…+0.11% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$37.10
−0.37%
$Avg Daily PnL
+$2.35
+0.0235%
★Best Day
+$3.11
Sep 27
◎Open Interest
⚡Funding APR
+8.58%
annualized · funding only
⚠Execution Cost
−$53.56
entry + exit fees
⏱Payback
22.8d
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 (−$53.56 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.