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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+6.30%
swing±42.24%
LONG MEXC · nowUSOIL_USDT
+0.00%
3d avg:−52.74%
SHORT BloFin · nowCL-USDT
+0.00%
3d avg:−46.44%
Entry Spread Now
+0.309%
In your favorL ask 87.3700 · S bid 87.6400+$30.90 at entry
24h range −0.16%…+1.20% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.98
−0.24%
$Avg Daily PnL
+$1.73
+0.0173%
★Best Day
+$7.16
Nov 11
◎Open Interest
MEXC$61.29M
BloFin$9.69M⚡Funding APR
+6.30%
annualized · funding only
⚠Execution Cost
−$29.16
entry + exit fees
⏱Payback
16.9d
to break even
◧24h Volume
MEXC$47.69MBloFin$573.4KLoading 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 (−$29.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.