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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
+0.00%
3d Period Avg+10.18%
swing±14.55%
LONG HTX · nowUSOIL-USDT
+0.00%
3d avg:−52.67%
SHORT Aster · nowCLUSD1
+0.00%
3d avg:−42.49%
Entry Spread Now
+0.114%
In your favorL ask 87.6100 · S bid 87.7100+$11.41 at entry
24h range −0.05%…+0.30% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$20.02
−0.20%
$Avg Daily PnL
+$2.79
+0.0279%
★Best Day
+$4.01
Nov 12
◎Open Interest
HTX$633.1K
Aster$19.40M⚡Funding APR
+10.17%
annualized · funding only
⚠Execution Cost
−$28.38
entry + exit fees
⏱Payback
10.2d
to break even
◧24h Volume
HTX$1.89MAster$13.35MLoading 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 (−$28.38 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.