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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%
7d Period Avg+21.66%
swing±78.42%
LONG Phemex · now
+0.00%
7d avg:+0.00%
SHORT Variational · now
+0.00%
7d avg:+21.66%
Entry Spread Now
−0.189%
Against youL 52.7900 · S 52.6904−$18.88 if it converges
24h range −1.40%…+1.52% · median −0.07%
Long pays every8hShort pays every8h
LONGmaker0.010%/taker0.060%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$23.64
+0.24%
$Avg Daily PnL
+$5.93
+0.0593%
★Best Day
+$39.84
Nov 8
◎Open Interest
Phemex$2.27M
Variational$1.20M⚡Funding APR
+21.65%
annualized · funding only
⚠Execution Cost
−$17.88
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
Phemex$5.03MVariational$1.61MLoading 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 (−$17.88 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.