← Back to Screener
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+15.11%
swing±37.58%
LONG OKX · nowCL-USDT-SWAP
+0.00%
7d avg:−52.29%
SHORT Gate.io · nowCL_USDT
+0.00%
7d avg:−37.18%
Entry Spread Now
−0.091%
Against youL ask 87.6500 · S bid 87.5700−$9.13 at entry
24h range −0.17%…+0.14% · median −0.06%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$6.94
+0.07%
$Avg Daily PnL
+$5.03
+0.0503%
★Best Day
+$17.80
Nov 12
◎Open Interest
OKX$28.07M
Gate.io$57.74M⚡Funding APR
+18.37%
annualized · funding only
⚠Execution Cost
−$28.29
entry + exit fees
⏱Payback
5.6d
to break even
◧24h Volume
OKX$52.31MGate.io$56.30MLoading 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 (−$28.29 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.