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updated —WTI Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~16d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.85%
7d Period Avg+4.63%
swing±51.11%
LONG Pionex · nowWTI_USDT_PERP
+0.66%
7d avg:−44.52%
SHORT Lighter · now
+3.51%
7d avg:−39.89%
Entry Spread Now
−0.410%
Against youL ask 87.6200 · S bid 87.2610−$40.97 at entry
24h range −0.22%…+0.01% · median −0.10%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$3.49
−0.03%
$Avg Daily PnL
+$1.29
+0.0129%
★Best Day
+$7.35
Nov 12
◎Open Interest
Pionex$2.52M
Lighter$3.50M⚡Funding APR
+4.70%
annualized · funding only
⚠Execution Cost
−$12.50
entry + exit fees
⏱Payback
9.7d
to break even
◧24h Volume
Pionex$2.10MLighter$7.50MLoading 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 (−$12.50 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.