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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 ~153d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.66%
7d Period Avg+6.03%
swing±16.42%
LONG HTX · nowUSOIL-USDT
+0.00%
7d avg:−50.29%
SHORT Pionex · nowWTI_USDT_PERP
+0.66%
7d avg:−44.26%
Entry Spread Now
+0.023%
In your favorL ask 87.5900 · S bid 87.6100+$2.28 at entry
24h range −0.07%…+0.35% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$16.15
−0.16%
$Avg Daily PnL
+$1.65
+0.0165%
★Best Day
+$4.98
Nov 11
◎Open Interest
HTX$632.7K
Pionex$2.52M⚡Funding APR
+6.03%
annualized · funding only
⚠Execution Cost
−$27.71
entry + exit fees
⏱Payback
16.8d
to break even
◧24h Volume
HTX$1.90MPionex$1.91MLoading 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 (−$27.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.