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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 ~2.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.58%
1d Period Avg+29.94%
swing±19.67%
LONG WEEX · nowCLUSDT
−21.28%
1d avg:−21.94%
SHORT BloFin · nowCL-USDT
+26.30%
1d avg:+8.00%
Entry Spread Now
+0.663%
In your favorL 96.4800 · S 97.1200+$66.33 if it converges
24h range −0.34%…+0.21% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$20.84
−0.21%
$Avg Daily PnL
+$8.20
+0.0820%
★Best Day
+$6.05
Nov 2
◎Open Interest
WEEX$920.6K
BloFin$13.28M⚡Funding APR
+29.92%
annualized · funding only
⚠Execution Cost
−$29.04
entry + exit fees
⏱Payback
3.5d
to break even
◧24h Volume
WEEX$3.94MBloFin$2.04MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$29.04 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.