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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 ~9.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.47%
3d Period Avg+51.85%
swing±52.60%
LONG Aster · nowCLUSD1
+0.00%
3d avg:−43.49%
SHORT Phemex · nowXTIUSDT
+9.47%
3d avg:+8.36%
Entry Spread Now
+0.136%
In your favorL 87.7105 · S 87.8300+$13.62 if it converges
24h range −0.09%…+0.44% · median +0.19%
Long pays every4hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
+$17.49
+0.17%
$Avg Daily PnL
+$13.80
+0.1380%
★Best Day
+$16.95
Nov 12
◎Open Interest
Aster$19.40M
Phemex$942.2K⚡Funding APR
+50.36%
annualized · funding only
⚠Execution Cost
−$23.90
entry + exit fees
⏱Payback
1.7d
to break even
◧24h Volume
Aster$13.63MPhemex$87.8KLoading 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 (−$23.90 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.