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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 ~3.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.39%
3d Period Avg+84.54%
swing±104.24%
LONG BloFin · nowCL-USDT
−26.30%
3d avg:−22.08%
SHORT Bullet · nowWTIOIL-USD
+11.09%
3d avg:+62.46%
Entry Spread Now
+0.089%
In your favorL ask 102.6600 · S bid 102.7510+$8.86 at entry
24h range −0.04%…+0.21% · median +0.03%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$33.22
+0.33%
$Avg Daily PnL
+$21.98
+0.2198%
★Best Day
+$23.46
Oct 31
◎Open Interest
BloFin$22.95M
Bullet$25.4K⚡Funding APR
+80.24%
annualized · funding only
⚠Execution Cost
−$32.73
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
BloFin$195.9KBullet$77.9KLoading 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 (−$32.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.