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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
−2.80%
7d Period Avg+88.74%
swing±110.42%
LONG Crypto.com · nowCLUSD-PERP
+5.01%
7d avg:−83.51%
SHORT Phemex · nowXTIUSDT
+2.21%
7d avg:+5.23%
Entry Spread Now
+0.307%
In your favorL 87.5610 · S 87.8300+$30.72 if it converges
24h range +0.08%…+0.63% · median +0.33%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
+$138.50
+1.39%
$Avg Daily PnL
+$24.30
+0.2430%
★Best Day
+$42.11
Nov 11
◎Open Interest
Crypto.com$896.3K
Phemex$942.6K⚡Funding APR
+88.69%
annualized · funding only
⚠Execution Cost
−$31.58
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
Crypto.com$1.13MPhemex$88.0KLoading 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 (−$31.58 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.