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updated —WTI Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.29%
3d Period Avg+99.85%
swing±114.62%
LONG Crypto.com · nowCLUSD-PERP
+5.01%
3d avg:−91.95%
SHORT Phemex · nowXTIUSDT
+4.71%
3d avg:+7.90%
Entry Spread Now
+0.220%
In your favorL ask 87.5770 · S bid 87.7700+$22.04 at entry
24h range +0.08%…+0.63% · median +0.33%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
−$34.06
−0.34%
$Avg Daily PnL
+$26.15
+0.2615%
★Best Day
+$36.15
Nov 12
◎Open Interest
Crypto.com$895.7K
Phemex$940.3K⚡Funding APR
+95.44%
annualized · funding only
⚠Execution Cost
−$112.51
entry + exit fees
⏱Payback
4.3d
to break even
◧24h Volume
Crypto.com$1.12MPhemex$85.9KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$112.51 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.