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updated —WTI Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~11d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg−4.37%
swing±62.73%
LONG QFEX · nowCL-USD
+0.00%
3d avg:−43.74%
SHORT TxFlow · nowCL
+10.96%
3d avg:−48.11%
Entry Spread Now
−0.050%
Eaten by executionL 87.6142 · S 87.5700−$5.05 if it converges
24h range −0.16%…+0.13% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$35.55
−0.36%
$Avg Daily PnL
−$1.20
−0.0120%
★Best Day
+$3.21
Nov 13
◎Open Interest
QFEX$984.3K
TxFlow$151.2K⚡Funding APR
−4.37%
annualized · funding only
⚠Execution Cost
−$31.95
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
QFEX$2.04MTxFlow$267.1KLoading 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 (−$31.95 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.