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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
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−5.52%
3d Period Avg+37.15%
swing±37.56%
LONG Ondo · nowWTI-USD.P
+5.52%
3d avg:−29.25%
SHORT Phemex · nowXTIUSDT
+0.00%
3d avg:+7.90%
Entry Spread Now
+0.341%
In your favorL 87.5214 · S 87.8200+$34.11 if it converges
24h range +0.07%…+0.69% · median +0.37%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.035%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
+$7.18
+0.07%
$Avg Daily PnL
+$9.49
+0.0949%
★Best Day
+$14.55
Nov 11
◎Open Interest
Ondo$1.89M
Phemex$943.0K⚡Funding APR
+34.63%
annualized · funding only
⚠Execution Cost
−$21.28
entry + exit fees
⏱Payback
2.2d
to break even
◧24h Volume
Ondo$1.90MPhemex$88.1KLoading 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 (−$21.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.