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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.4d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.77%
3d Period Avg+18.09%
swing±23.65%
LONG QFEX · nowCL-USD
+0.00%
3d avg:−1.22%
SHORT SoDEX · nowCL-USD
+33.77%
3d avg:+16.87%
Entry Spread Now
+0.101%
In your favorL ask 98.9500 · S bid 99.0500+$10.11 at entry
24h range −0.17%…+0.28% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0.012%/taker0.040%
Loading Funding History…
↗Total PnL
−$16.97
−0.17%
$Avg Daily PnL
+$4.95
+0.0495%
★Best Day
+$7.31
Oct 17
◎Open Interest
QFEX$1.23M
SoDEX$386.3K⚡Funding APR
+18.07%
annualized · funding only
⚠Execution Cost
−$31.82
entry + exit fees
⏱Payback
6.4d
to break even
◧24h Volume
QFEX$1.21MSoDEX$4.03MLoading 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 (−$31.82 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.