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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 ~47d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.21%
7d Period Avg+55.52%
swing±55.50%
LONG HTX · nowUSOIL-USDT
+0.00%
7d avg:−50.29%
SHORT Phemex · nowXTIUSDT
+2.21%
7d avg:+5.23%
Entry Spread Now
+0.280%
In your favorL 87.5850 · S 87.8300+$27.97 if it converges
24h range +0.02%…+0.59% · median +0.28%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
+$77.95
+0.78%
$Avg Daily PnL
+$15.20
+0.1520%
★Best Day
+$29.02
Nov 11
◎Open Interest
HTX$632.6K
Phemex$942.6K⚡Funding APR
+55.48%
annualized · funding only
⚠Execution Cost
−$28.46
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
HTX$2.00MPhemex$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 (−$28.46 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.