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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 ~2.6d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.67%
7d Period Avg+11.01%
swing±25.44%
LONG QFEX · nowCL-USD
+0.00%
7d avg:−7.88%
SHORT SoDEX · nowCL-USD
+46.67%
7d avg:+3.13%
Entry Spread Now
+0.091%
In your favorL ask 98.9900 · S bid 99.0800+$9.09 at entry
24h range −0.18%…+0.28% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0.012%/taker0.040%
Loading Funding History…
↗Total PnL
−$12.78
−0.13%
$Avg Daily PnL
+$3.01
+0.0301%
★Best Day
+$7.31
Oct 17
◎Open Interest
QFEX$1.24M
SoDEX$849.1K⚡Funding APR
+11.00%
annualized · funding only
⚠Execution Cost
−$33.87
entry + exit fees
⏱Payback
11.2d
to break even
◧24h Volume
QFEX$1.12MSoDEX$3.97MLoading 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 (−$33.87 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.