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updated —WTI Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.77%
3d Period Avg+19.14%
swing±9.06%
LONG WEEX · nowCLUSDT
−17.77%
3d avg:−61.63%
SHORT Aster · nowCLUSD1
+0.00%
3d avg:−42.49%
Entry Spread Now
+0.113%
Eaten by executionL 87.6200 · S 87.7192+$11.32 if it converges
24h range −0.08%…+0.29% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$12.23
−0.12%
$Avg Daily PnL
+$5.24
+0.0524%
★Best Day
+$5.09
Nov 13
◎Open Interest
WEEX—
Aster$19.40M⚡Funding APR
+19.13%
annualized · funding only
⚠Execution Cost
−$27.95
entry + exit fees
⏱Payback
5.3d
to break even
◧24h Volume
WEEX$875.8KAster$13.35MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$27.95 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.