← 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+18.95%
swing±35.58%
LONG OKX · nowCL-USDT-SWAP
+0.00%
7d avg:−55.57%
SHORT Toobit · nowXTI-SWAP-USDT
+0.00%
7d avg:−36.62%
Entry Spread Now
−0.160%
Against youL ask 87.6400 · S bid 87.5000−$15.97 at entry
24h range −0.28%…+0.24% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$15.36
−0.15%
$Avg Daily PnL
+$5.19
+0.0519%
★Best Day
+$11.95
Nov 12
◎Open Interest
⚡Funding APR
+18.93%
annualized · funding only
⚠Execution Cost
−$51.67
entry + exit fees
⏱Payback
10.0d
to break even
◧24h Volume
Loading 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 (−$51.67 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.