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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+31.67%
swing±45.58%
LONG OKX · nowCL-USDT-SWAP
+0.00%
3d avg:−65.15%
SHORT Gate.io · nowCL_USDT
+0.00%
3d avg:−33.48%
Entry Spread Now
−0.091%
Against youL ask 87.6700 · S bid 87.5900−$9.13 at entry
24h range −0.17%…+0.14% · median −0.06%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$2.24
−0.02%
$Avg Daily PnL
+$9.00
+0.0900%
★Best Day
+$17.80
Nov 12
◎Open Interest
OKX$28.07M
Gate.io$57.74M⚡Funding APR
+32.84%
annualized · funding only
⚠Execution Cost
−$29.24
entry + exit fees
⏱Payback
3.3d
to break even
◧24h Volume
OKX$51.66MGate.io$56.31MLoading 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 (−$29.24 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.