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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
+0.00%
7d Period Avg−0.53%
swing±54.79%
LONG Variational · nowCL
+0.00%
7d avg:−51.37%
SHORT Binance Futures · nowCLUSDT
+0.00%
7d avg:−51.90%
Entry Spread Now
+0.047%
In your favorL ask 87.5791 · S bid 87.6200+$4.67 at entry
24h range −0.15%…+0.21% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$16.76
−0.17%
$Avg Daily PnL
−$0.14
−0.0014%
★Best Day
+$6.20
Nov 9
◎Open Interest
Variational$9.18M
Binance Futures$166.29M⚡Funding APR
−0.53%
annualized · funding only
⚠Execution Cost
−$15.75
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Variational$2.66MBinance Futures$403.44MLoading 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 (−$15.75 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.