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updated —XOM Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.96%
30d Period Avg+21.75%
swing±1.71%
LONG WEEX · now
−11.00%
30d avg:−10.79%
SHORT HTX · now
+10.96%
30d avg:+10.96%
Entry Spread Now
+0.093%
Eaten by executionL 171.5700 · S 171.7300+$9.33 if it converges
24h range −0.31%…+0.71% · median +0.11%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$152.59
+1.53%
$Avg Daily PnL
+$5.95
+0.0595%
★Best Day
+$6.18
Oct 29
◎Open Interest
⚡Funding APR
+21.73%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
Loading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.