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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+16.75%
swing±29.07%
LONG MEXC · nowUSOIL_USDT
+0.00%
3d avg:−50.23%
SHORT Gate.io · nowCL_USDT
+0.00%
3d avg:−33.48%
Entry Spread Now
+0.263%
In your favorL ask 87.3500 · S bid 87.5800+$26.33 at entry
24h range −0.24%…+1.15% · median +0.06%
Long pays every4hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$13.34
−0.13%
$Avg Daily PnL
+$5.27
+0.0527%
★Best Day
+$12.45
Nov 11
◎Open Interest
MEXC$61.36M
Gate.io$57.88M⚡Funding APR
+19.25%
annualized · funding only
⚠Execution Cost
−$29.16
entry + exit fees
⏱Payback
5.5d
to break even
◧24h Volume
MEXC$43.32MGate.io$51.68MLoading 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.