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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 ~0.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+480.34%
1d Period Avg+81.16%
swing±108.30%
LONG Bybit · nowCLUSDT
−39.47%
1d avg:−20.85%
SHORT Bullet · nowWTIOIL-USD
+440.88%
1d avg:+60.31%
Entry Spread Now
+0.037%
In your favorL ask 103.0700 · S bid 103.1080+$3.69 at entry
24h range −0.21%…+0.18% · median +0.04%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$9.90
−0.10%
$Avg Daily PnL
+$20.40
+0.2040%
★Best Day
+$13.63
Oct 31
◎Open Interest
Bybit$56.30M
Bullet$32.0K⚡Funding APR
+74.47%
annualized · funding only
⚠Execution Cost
−$30.30
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
Bybit$62.73MBullet$78.9KLoading 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 (−$30.30 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.