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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
−0.66%
7d Period Avg+2.00%
swing±16.50%
LONG Pionex · nowWTI_USDT_PERP
+0.66%
7d avg:−44.26%
SHORT Aster · nowCLUSD1
+0.00%
7d avg:−42.26%
Entry Spread Now
+0.080%
In your favorL ask 87.6200 · S bid 87.6900+$7.99 at entry
24h range −0.25%…+0.27% · median +0.09%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$19.72
−0.20%
$Avg Daily PnL
+$0.55
+0.0055%
★Best Day
+$3.22
Nov 12
◎Open Interest
Pionex$2.52M
Aster$19.39M⚡Funding APR
+2.00%
annualized · funding only
⚠Execution Cost
−$23.55
entry + exit fees
⏱Payback
1.4mo
to break even
◧24h Volume
Pionex$2.01MAster$13.74MLoading 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 (−$23.55 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.