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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 ~1.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+59.43%
3d Period Avg+53.82%
swing±58.29%
LONG Bybit · nowCLUSDT
−59.43%
3d avg:−29.32%
SHORT Bullet · nowWTIOIL-USD
+0.00%
3d avg:+24.50%
Entry Spread Now
+0.124%
In your favorL ask 102.7800 · S bid 102.9080+$12.45 at entry
24h range −0.21%…+0.18% · median +0.04%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$12.89
+0.13%
$Avg Daily PnL
+$14.35
+0.1435%
★Best Day
+$24.53
Oct 30
◎Open Interest
Bybit$55.61M
Bullet$32.0K⚡Funding APR
+52.37%
annualized · funding only
⚠Execution Cost
−$30.15
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
Bybit$56.15MBullet$74.9KLoading 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 (−$30.15 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.