← 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%
7d Period Avg+8.03%
swing±15.79%
LONG HTX · nowUSOIL-USDT
+0.00%
7d avg:−50.29%
SHORT Aster · nowCLUSD1
+0.00%
7d avg:−42.26%
Entry Spread Now
+0.126%
In your favorL ask 87.5900 · S bid 87.7000+$12.56 at entry
24h range −0.05%…+0.30% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$12.81
−0.13%
$Avg Daily PnL
+$2.20
+0.0220%
★Best Day
+$7.24
Nov 11
◎Open Interest
HTX$632.7K
Aster$19.40M⚡Funding APR
+8.03%
annualized · funding only
⚠Execution Cost
−$28.20
entry + exit fees
⏱Payback
12.8d
to break even
◧24h Volume
HTX$1.90MAster$13.49MLoading 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 (−$28.20 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.