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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+1.32%
swing±50.18%
LONG Variational · nowCL
+0.00%
3d avg:−47.76%
SHORT BloFin · nowCL-USDT
+0.00%
3d avg:−46.44%
Entry Spread Now
+0.080%
In your favorL ask 87.5700 · S bid 87.6400+$7.99 at entry
24h range −0.20%…+0.20% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.50
−0.18%
$Avg Daily PnL
+$0.36
+0.0036%
★Best Day
+$8.30
Nov 11
◎Open Interest
Variational$9.18M
BloFin$9.69M⚡Funding APR
+1.32%
annualized · funding only
⚠Execution Cost
−$18.59
entry + exit fees
⏱Payback
1.7mo
to break even
◧24h Volume
Variational$2.68MBloFin$573.4KLoading 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 (−$18.59 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.