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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+22.14%
swing±100.62%
LONG OKX · nowCL-USDT-SWAP
+0.00%
7d avg:−55.57%
SHORT Hotcoin · nowCLUSDT
−5.48%
7d avg:−33.43%
Entry Spread Now
−0.046%
Against youL ask 87.6500 · S bid 87.6100−$4.56 at entry
24h range −0.22%…+0.23% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$17.84
+0.18%
$Avg Daily PnL
+$6.06
+0.0606%
★Best Day
+$35.05
Nov 10
◎Open Interest
OKX$28.06M
Hotcoin$18.91M⚡Funding APR
+22.12%
annualized · funding only
⚠Execution Cost
−$24.58
entry + exit fees
⏱Payback
4.1d
to break even
◧24h Volume
OKX$53.21MHotcoin$35.54MLoading 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 (−$24.58 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.