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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 ~19d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.02%
3d Period Avg+7.38%
swing±21.14%
LONG Lighter · now
+3.51%
3d avg:−33.16%
SHORT Ondo · nowWTI-USD.P
+5.52%
3d avg:−25.78%
Entry Spread Now
+0.307%
In your favorL ask 87.2620 · S bid 87.5300+$30.71 at entry
24h range −0.24%…+0.18% · median −0.02%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.015%/taker0.035%
Loading Funding History…
↗Total PnL
−$4.51
−0.05%
$Avg Daily PnL
+$2.02
+0.0202%
★Best Day
+$3.08
Nov 12
◎Open Interest
Lighter$3.50M
Ondo$1.89M⚡Funding APR
+7.38%
annualized · funding only
⚠Execution Cost
−$10.58
entry + exit fees
⏱Payback
5.2d
to break even
◧24h Volume
Lighter$7.46MOndo$1.81MLoading 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 (−$10.58 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.