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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+5.27%
swing±35.46%
LONG Variational · nowCL
+0.00%
3d avg:−47.76%
SHORT Aster · nowCLUSD1
+0.00%
3d avg:−42.49%
Entry Spread Now
+0.128%
In your favorL ask 87.5783 · S bid 87.6900+$12.75 at entry
24h range −0.16%…+0.35% · median +0.17%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$12.20
−0.12%
$Avg Daily PnL
+$1.44
+0.0144%
★Best Day
+$4.06
Nov 11
◎Open Interest
Variational$9.17M
Aster$19.40M⚡Funding APR
+5.26%
annualized · funding only
⚠Execution Cost
−$16.53
entry + exit fees
⏱Payback
11.5d
to break even
◧24h Volume
Variational$2.49MAster$13.59MLoading 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 (−$16.53 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.