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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 ~6.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.72%
7d Period Avg+13.97%
swing±13.93%
LONG WEEX · nowCLUSDT
−17.72%
7d avg:−56.23%
SHORT Aster · nowCLUSD1
+0.00%
7d avg:−42.26%
Entry Spread Now
+0.080%
In your favorL ask 87.6300 · S bid 87.7000+$7.99 at entry
24h range −0.08%…+0.29% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$3.13
−0.03%
$Avg Daily PnL
+$3.83
+0.0383%
★Best Day
+$7.10
Nov 11
◎Open Interest
WEEX$4.6K
Aster$19.40M⚡Funding APR
+13.96%
annualized · funding only
⚠Execution Cost
−$29.91
entry + exit fees
⏱Payback
7.8d
to break even
◧24h Volume
WEEX$878.1KAster$13.49MLoading 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 (−$29.91 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.