← Back to Screener
updated —WTI Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.43%
30d Period Avg+29.50%
swing±43.45%
LONG WEEX · nowCLUSDT
−17.72%
30d avg:−29.88%
SHORT Phemex · nowXTIUSDT
+6.71%
30d avg:−0.38%
Entry Spread Now
+0.251%
In your favorL 87.6100 · S 87.8300+$25.11 if it converges
24h range −0.05%…+0.56% · median +0.27%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
+$212.05
+2.12%
$Avg Daily PnL
+$8.08
+0.0808%
★Best Day
+$28.88
Nov 11
◎Open Interest
WEEX$4.6K
Phemex$940.9K⚡Funding APR
+29.48%
annualized · funding only
⚠Execution Cost
−$30.28
entry + exit fees
⏱Payback
3.8d
to break even
◧24h Volume
WEEX$878.1KPhemex$86.7KLoading 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 (−$30.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.