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updated —SOXS 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%
3d Period Avg+2.59%
swing±4.27%
LONG Phemex · now
+0.00%
3d avg:+0.00%
SHORT Variational · now
+0.00%
3d avg:+2.59%
Entry Spread Now
−0.028%
Eaten by executionL 52.7900 · S 52.7751−$2.81 if it converges
24h range −1.40%…+1.52% · median −0.08%
Long pays every8hShort pays every8h
LONGmaker0.010%/taker0.060%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$15.64
−0.16%
$Avg Daily PnL
+$0.71
+0.0071%
★Best Day
+$1.71
Nov 13
◎Open Interest
Phemex$2.27M
Variational$1.20M⚡Funding APR
+2.59%
annualized · funding only
⚠Execution Cost
−$17.77
entry + exit fees
⏱Payback
25.1d
to break even
◧24h Volume
Phemex$4.93MVariational$1.60MLoading 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 (−$17.77 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.