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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 ~0.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+120.12%
1d Period Avg+113.95%
swing±101.94%
LONG Hotcoin · nowCLUSDT
−119.77%
1d avg:−107.93%
SHORT Pacifica · nowCL
+0.35%
1d avg:+6.02%
Entry Spread Now
−0.116%
Against youL ask 101.7800 · S bid 101.6620−$11.59 at entry
24h range −0.21%…+0.08% · median −0.07%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
+$6.01
+0.06%
$Avg Daily PnL
+$29.15
+0.2915%
★Best Day
+$26.06
Nov 1
◎Open Interest
Hotcoin$23.24M
Pacifica$175.0K⚡Funding APR
+106.40%
annualized · funding only
⚠Execution Cost
−$23.14
entry + exit fees
⏱Payback
19.0h
to break even
◧24h Volume
Hotcoin$17.88MPacifica$104.8KLoading 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 (−$23.14 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.