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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 ~0.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+218.31%
1d Period Avg+163.97%
swing±149.27%
LONG BloFin · nowCL-USDT
−26.30%
1d avg:+1.51%
SHORT Bullet · nowWTIOIL-USD
+192.01%
1d avg:+165.48%
Entry Spread Now
+0.018%
In your favorL ask 102.8500 · S bid 102.8690+$1.85 at entry
24h range −0.02%…+0.21% · median +0.03%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$6.85
+0.07%
$Avg Daily PnL
+$39.58
+0.3958%
★Best Day
+$20.55
Oct 31
◎Open Interest
BloFin$22.96M
Bullet$25.3K⚡Funding APR
+144.45%
annualized · funding only
⚠Execution Cost
−$32.73
entry + exit fees
⏱Payback
19.9h
to break even
◧24h Volume
BloFin$215.5KBullet$77.6KLoading 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 (−$32.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.