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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 ~152d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.66%
3d Period Avg+8.38%
swing±15.41%
LONG HTX · nowUSOIL-USDT
+0.00%
3d avg:−52.67%
SHORT Pionex · nowWTI_USDT_PERP
+0.66%
3d avg:−44.29%
Entry Spread Now
+0.023%
In your favorL ask 87.6100 · S bid 87.6300+$2.28 at entry
24h range −0.07%…+0.35% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$20.69
−0.21%
$Avg Daily PnL
+$2.29
+0.0229%
★Best Day
+$5.05
Nov 11
◎Open Interest
HTX$633.1K
Pionex$2.52M⚡Funding APR
+8.37%
annualized · funding only
⚠Execution Cost
−$27.57
entry + exit fees
⏱Payback
12.0d
to break even
◧24h Volume
HTX$1.89MPionex$1.90MLoading 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 (−$27.57 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.