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updated —WTI Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−10.48%
3d Period Avg+39.39%
swing±90.28%
LONG Crypto.com · nowCLUSD-PERP
+5.01%
3d avg:−91.95%
SHORT Hotcoin · nowCLUSDT
−5.48%
3d avg:−52.56%
Entry Spread Now
+0.049%
In your favorL ask 87.5770 · S bid 87.6200+$4.91 at entry
24h range −0.07%…+0.43% · median +0.06%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$5.12
−0.05%
$Avg Daily PnL
+$9.60
+0.0960%
★Best Day
+$16.10
Nov 12
◎Open Interest
Crypto.com$895.7K
Hotcoin$18.90M⚡Funding APR
+35.02%
annualized · funding only
⚠Execution Cost
−$33.91
entry + exit fees
⏱Payback
3.5d
to break even
◧24h Volume
Crypto.com$1.12MHotcoin$34.14MLoading 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 (−$33.91 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.