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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 ~3.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.69%
3d Period Avg+92.21%
swing±87.74%
LONG Hotcoin · nowCLUSDT
−27.73%
3d avg:−83.08%
SHORT WOOFi Pro · nowPERP_CL_USDC
+10.96%
3d avg:+9.13%
Entry Spread Now
−0.097%
Against youL ask 102.8000 · S bid 102.7000−$9.73 at entry
24h range −0.16%…+0.12% · median −0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
+$45.30
+0.45%
$Avg Daily PnL
+$25.91
+0.2591%
★Best Day
+$31.58
Oct 30
◎Open Interest
⚡Funding APR
+94.58%
annualized · funding only
⚠Execution Cost
−$32.44
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
Loading 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 (−$32.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.