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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β5.52%
3d Period Avg+2.60%
swingΒ±33.79%
LONG Ondo Β· nowWTI-USD.P
+5.52%
3d avg:β28.53%
SHORT QFEX Β· nowCL-USD
+0.00%
3d avg:β25.93%
Entry Spread Now
β0.274%
Against youL ask 91.1600 Β· S bid 90.9100β$27.42 at entry
24h range β0.44%β¦β0.19% Β· median β0.25%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.035%SHORTmaker0.050%/taker0.100%
Loading Funding Historyβ¦
βTotal PnL
β$32.69
β0.33%
$Avg Daily PnL
+$0.37
+0.0037%
β
Best Day
+$3.10
Oct 8
βOpen Interest
Ondo$2.81M
QFEX$2.02Mβ‘Funding APR
+1.34%
annualized Β· funding only
β Execution Cost
β$33.79
entry + exit fees
β±Payback
3.1mo
to break even
β§24h Volume
Ondo$968.8KQFEX$1.03MLoading Cumulative PnLβ¦
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 (β$33.79 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.