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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 ~17d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.08%
3d Period Avg+69.53%
swing±49.22%
LONG WEEX · nowCLUSDT
−17.77%
3d avg:−61.63%
SHORT Phemex · nowXTIUSDT
+5.31%
3d avg:+7.90%
Entry Spread Now
+0.205%
Eaten by executionL 87.6200 · S 87.8000+$20.54 if it converges
24h range −0.05%…+0.56% · median +0.27%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
−$50.59
−0.51%
$Avg Daily PnL
+$19.04
+0.1904%
★Best Day
+$21.62
Nov 12
◎Open Interest
WEEX—
Phemex$939.7K⚡Funding APR
+69.48%
annualized · funding only
⚠Execution Cost
−$107.70
entry + exit fees
⏱Payback
5.7d
to break even
◧24h Volume
WEEX$875.8KPhemex$85.9KLoading 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 (−$107.70 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.