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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+29.36%
swing±55.71%
LONG OKX · nowCL-USDT-SWAP
+0.00%
3d avg:−66.35%
SHORT Bitget · nowCLUSDT
+0.00%
3d avg:−36.99%
Entry Spread Now
−0.042%
Against youL ask 87.6700 · S bid 87.6330−$4.22 at entry
24h range −0.19%…+0.15% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$1.95
−0.02%
$Avg Daily PnL
+$8.04
+0.0804%
★Best Day
+$19.78
Nov 12
◎Open Interest
OKX$28.07M
Bitget$33.85M⚡Funding APR
+29.34%
annualized · funding only
⚠Execution Cost
−$26.07
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
OKX$51.60MBitget$36.93MLoading 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 (−$26.07 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.