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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.40%
3d Period Avg+18.72%
swing±23.90%
LONG Variational · now
+0.00%
3d avg:+10.24%
SHORT OKX · nowAAOI-USDT-SWAP
+18.40%
3d avg:+28.96%
Entry Spread Now
−0.015%
NeutralL 101.1855 · S 101.1700
24h range −0.62%…+0.28% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$5.38
+0.05%
$Avg Daily PnL
+$5.13
+0.0513%
★Best Day
+$6.78
Sep 23
◎Open Interest
Variational$104.7K
OKX$4.77M⚡Funding APR
+18.71%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
Variational$83.7KOKX$10.97MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.