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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
−5.48%
3d Period Avg+13.79%
swing±61.81%
LONG OKX · nowCL-USDT-SWAP
+0.00%
3d avg:−66.35%
SHORT Hotcoin · nowCLUSDT
−5.48%
3d avg:−52.56%
Entry Spread Now
−0.034%
Against youL ask 87.6500 · S bid 87.6200−$3.42 at entry
24h range −0.22%…+0.23% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$12.96
−0.13%
$Avg Daily PnL
+$3.77
+0.0377%
★Best Day
+$13.52
Nov 12
◎Open Interest
OKX$28.06M
Hotcoin$18.91M⚡Funding APR
+13.78%
annualized · funding only
⚠Execution Cost
−$24.28
entry + exit fees
⏱Payback
6.4d
to break even
◧24h Volume
OKX$52.14MHotcoin$35.06MLoading 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 (−$24.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.