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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+7.55%
swing±37.37%
LONG MEXC · nowUSOIL_USDT
+0.00%
7d avg:−44.73%
SHORT Gate.io · nowCL_USDT
+0.00%
7d avg:−37.18%
Entry Spread Now
+0.217%
In your favorL ask 87.3700 · S bid 87.5600+$21.75 at entry
24h range −0.24%…+1.15% · median +0.05%
Long pays every4hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$2.70
−0.03%
$Avg Daily PnL
+$4.05
+0.0405%
★Best Day
+$9.81
Nov 9
◎Open Interest
MEXC$61.28M
Gate.io$57.73M⚡Funding APR
+14.78%
annualized · funding only
⚠Execution Cost
−$31.04
entry + exit fees
⏱Payback
7.7d
to break even
◧24h Volume
MEXC$47.72MGate.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 (−$31.04 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.