← Back to Screener
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−4.75%
swing±37.97%
LONG Variational · nowCL
+0.00%
3d avg:−47.76%
SHORT Binance Futures · nowCLUSDT
+0.00%
3d avg:−52.51%
Entry Spread Now
+0.046%
In your favorL ask 87.5700 · S bid 87.6100+$4.57 at entry
24h range −0.15%…+0.21% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$19.65
−0.20%
$Avg Daily PnL
−$1.30
−0.0130%
★Best Day
+$1.17
Nov 11
◎Open Interest
Variational$9.18M
Binance Futures$166.28M⚡Funding APR
−4.75%
annualized · funding only
⚠Execution Cost
−$15.75
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Variational$2.68MBinance Futures$398.10MLoading 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 (−$15.75 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.