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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+18.33%
swing±51.95%
LONG Variational · nowCL
+0.00%
7d avg:−51.37%
SHORT BloFin · nowCL-USDT
+0.00%
7d avg:−33.04%
Entry Spread Now
+0.058%
In your favorL ask 87.5791 · S bid 87.6300+$5.81 at entry
24h range −0.20%…+0.20% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$16.72
+0.17%
$Avg Daily PnL
+$5.02
+0.0502%
★Best Day
+$12.93
Nov 9
◎Open Interest
Variational$9.18M
BloFin$9.69M⚡Funding APR
+18.31%
annualized · funding only
⚠Execution Cost
−$18.40
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
Variational$2.66MBloFin$584.4KLoading 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 (−$18.40 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.