← Back to Screener
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+6.62%
swing±18.09%
LONG KuCoin · nowCLUSDTM
+0.00%
3d avg:−40.10%
SHORT Gate.io · nowCL_USDT
+0.00%
3d avg:−33.48%
Entry Spread Now
−0.119%
Against youL ask 87.6740 · S bid 87.5700−$11.86 at entry
24h range −0.21%…+0.11% · median −0.06%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$45.23
−0.45%
$Avg Daily PnL
+$2.66
+0.0266%
★Best Day
+$7.36
Nov 11
◎Open Interest
KuCoin$3.51M
Gate.io$57.74M⚡Funding APR
+9.71%
annualized · funding only
⚠Execution Cost
−$53.21
entry + exit fees
⏱Payback
20.0d
to break even
◧24h Volume
KuCoin$1.87MGate.io$51.62MLoading 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 (−$53.21 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.