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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+18.93%
swing±34.36%
LONG MEXC · nowUSOIL_USDT
+0.00%
7d avg:−51.97%
SHORT BloFin · nowCL-USDT
+0.00%
7d avg:−33.04%
Entry Spread Now
+0.286%
In your favorL ask 87.3800 · S bid 87.6300+$28.61 at entry
24h range −0.16%…+1.20% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$6.22
+0.06%
$Avg Daily PnL
+$5.18
+0.0518%
★Best Day
+$10.75
Nov 11
◎Open Interest
MEXC$61.27M
BloFin$9.69M⚡Funding APR
+18.91%
annualized · funding only
⚠Execution Cost
−$30.05
entry + exit fees
⏱Payback
5.8d
to break even
◧24h Volume
MEXC$47.65MBloFin$584.5KLoading 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 (−$30.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.