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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
−5.48%
7d Period Avg+6.64%
swing±93.66%
LONG KuCoin · nowCLUSDTM
+0.00%
7d avg:−40.07%
SHORT Hotcoin · nowCLUSDT
−5.48%
7d avg:−33.43%
Entry Spread Now
−0.055%
Against youL ask 87.6680 · S bid 87.6200−$5.48 at entry
24h range −0.18%…+0.20% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$35.84
−0.36%
$Avg Daily PnL
+$1.82
+0.0182%
★Best Day
+$30.73
Nov 10
◎Open Interest
KuCoin$3.51M
Hotcoin$18.91M⚡Funding APR
+6.64%
annualized · funding only
⚠Execution Cost
−$48.57
entry + exit fees
⏱Payback
26.7d
to break even
◧24h Volume
KuCoin$1.88MHotcoin$35.19MLoading 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 (−$48.57 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.