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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 ~87d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.66%
7d Period Avg+7.11%
swing±52.26%
LONG Variational · nowCL
+0.00%
7d avg:−51.37%
SHORT Pionex · nowWTI_USDT_PERP
+0.66%
7d avg:−44.26%
Entry Spread Now
+0.051%
In your favorL ask 87.5756 · S bid 87.6200+$5.07 at entry
24h range −0.07%…+0.23% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$2.11
−0.02%
$Avg Daily PnL
+$1.95
+0.0195%
★Best Day
+$8.86
Nov 9
◎Open Interest
Variational$9.17M
Pionex$2.52M⚡Funding APR
+7.11%
annualized · funding only
⚠Execution Cost
−$15.75
entry + exit fees
⏱Payback
8.1d
to break even
◧24h Volume
Variational$2.52MPionex$1.96MLoading 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.