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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 ~0.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+181.17%
1d Period Avg+67.77%
swing±85.91%
LONG grvt · nowCL_USDT_Perp
−119.66%
1d avg:−46.62%
SHORT Bullet · nowWTIOIL-USD
+61.51%
1d avg:+21.15%
Entry Spread Now
−0.090%
Against youL ask 103.1000 · S bid 103.0070−$9.02 at entry
24h range −0.16%…+0.20% · median −0.00%
Long pays every4hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$13.19
−0.13%
$Avg Daily PnL
+$18.63
+0.1863%
★Best Day
+$15.35
Oct 30
◎Open Interest
grvt$157.5K
Bullet$28.8K⚡Funding APR
+67.99%
annualized · funding only
⚠Execution Cost
−$31.82
entry + exit fees
⏱Payback
1.7d
to break even
◧24h Volume
grvt$546.9KBullet$173.7KLoading 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 (−$31.82 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.