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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 ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.86%
3d Period Avg+13.12%
swing±18.45%
LONG Variational · now
+13.89%
3d avg:+12.68%
SHORT OKX · nowAAOI-USDT-SWAP
+37.75%
3d avg:+25.80%
Entry Spread Now
+0.054%
In your favorL 101.7250 · S 101.7800+$5.41 if it converges
24h range −0.54%…+0.54% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$0.78
+0.01%
$Avg Daily PnL
+$3.59
+0.0359%
★Best Day
+$6.20
Sep 23
◎Open Interest
Variational$116.9K
OKX$4.82M⚡Funding APR
+13.11%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
Variational$90.2KOKX$9.47MLoading 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.