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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
+0.00%
7d Period Avg−2.25%
swing±24.13%
LONG KuCoin · nowCLUSDTM
+0.00%
7d avg:−34.93%
SHORT Gate.io · nowCL_USDT
+0.00%
7d avg:−37.18%
Entry Spread Now
−0.112%
Against youL ask 87.6780 · S bid 87.5800−$11.18 at entry
24h range −0.21%…+0.11% · median −0.06%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$46.96
−0.47%
$Avg Daily PnL
+$0.79
+0.0079%
★Best Day
+$5.66
Nov 9
◎Open Interest
KuCoin$3.51M
Gate.io$57.74M⚡Funding APR
+2.89%
annualized · funding only
⚠Execution Cost
−$52.50
entry + exit fees
⏱Payback
2.2mo
to break even
◧24h Volume
KuCoin$1.88MGate.io$56.31MLoading 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 (−$52.50 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.