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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
−5.48%
3d Period Avg−9.36%
swing±39.08%
LONG KuCoin · nowCLUSDTM
+0.00%
3d avg:−43.20%
SHORT Hotcoin · nowCLUSDT
−5.48%
3d avg:−52.56%
Entry Spread Now
−0.055%
Against youL ask 87.6880 · S bid 87.6400−$5.47 at entry
24h range −0.18%…+0.20% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$58.00
−0.58%
$Avg Daily PnL
−$2.56
−0.0256%
★Best Day
+$1.23
Nov 13
◎Open Interest
⚡Funding APR
−9.36%
annualized · funding only
⚠Execution Cost
−$50.31
entry + exit fees
⏱Payback
never
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 (−$50.31 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.