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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
−10.48%
7d Period Avg+50.08%
swing±130.64%
LONG Crypto.com · nowCLUSD-PERP
+5.01%
7d avg:−83.51%
SHORT Hotcoin · nowCLUSDT
−5.48%
7d avg:−33.43%
Entry Spread Now
+0.048%
In your favorL ask 87.5780 · S bid 87.6200+$4.80 at entry
24h range −0.07%…+0.43% · median +0.06%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$63.26
+0.63%
$Avg Daily PnL
+$13.71
+0.1371%
★Best Day
+$51.86
Nov 10
◎Open Interest
⚡Funding APR
+50.05%
annualized · funding only
⚠Execution Cost
−$32.72
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
Loading 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 (−$32.72 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.