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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 ~1.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+125.89%
1d Period Avg+143.44%
swing±119.53%
LONG Hotcoin · nowCLUSDT
−114.93%
1d avg:−132.55%
SHORT WOOFi Pro · nowPERP_CL_USDC
+10.96%
1d avg:+10.89%
Entry Spread Now
−0.088%
Against youL ask 102.7900 · S bid 102.7000−$8.76 at entry
24h range −0.16%…+0.12% · median −0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
+$5.81
+0.06%
$Avg Daily PnL
+$38.93
+0.3893%
★Best Day
+$19.99
Nov 1
◎Open Interest
⚡Funding APR
+142.11%
annualized · funding only
⚠Execution Cost
−$33.12
entry + exit fees
⏱Payback
20.4h
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 + live L2 orderbook slippage on both legs (−$33.12 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.