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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 ~0.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+140.04%
3d Period Avg+103.91%
swing±80.90%
LONG grvt · nowCL_USDT_Perp
−140.04%
3d avg:−36.78%
SHORT Bullet · nowWTIOIL-USD
+0.00%
3d avg:+67.13%
Entry Spread Now
−0.058%
Against youL ask 102.8900 · S bid 102.8300−$5.83 at entry
24h range −0.26%…+0.20% · median −0.00%
Long pays every4hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$55.37
+0.55%
$Avg Daily PnL
+$28.82
+0.2882%
★Best Day
+$32.41
Oct 28
◎Open Interest
grvt$160.4K
Bullet$29.3K⚡Funding APR
+105.18%
annualized · funding only
⚠Execution Cost
−$31.08
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
grvt$525.6KBullet$172.7KLoading 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 (−$31.08 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.