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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
−13.28%
3d Period Avg+82.92%
swing±79.14%
LONG Hotcoin · nowCLUSDT
−8.19%
3d avg:−84.79%
SHORT Pacifica · nowCL
−21.48%
3d avg:−1.87%
Entry Spread Now
−0.111%
Against youL ask 100.9500 · S bid 100.8380−$11.09 at entry
24h range −0.21%…+0.08% · median −0.07%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
+$45.08
+0.45%
$Avg Daily PnL
+$22.54
+0.2254%
★Best Day
+$26.74
Nov 1
◎Open Interest
⚡Funding APR
+82.26%
annualized · funding only
⚠Execution Cost
−$22.53
entry + exit fees
⏱Payback
1.0d
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 (−$22.53 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.