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updated —ETHFI Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.34%
7d Period Avg+8.52%
swing±9.07%
LONG OKX · nowETHFI-USDT-SWAP
−25.39%
7d avg:+2.44%
SHORT Variational · now
+10.96%
7d avg:+10.96%
Entry Spread Now
−0.226%
Against youL 0.5519 · S 0.5506−$22.65 if it converges
24h range −0.63%…+1.00% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$6.32
+0.06%
$Avg Daily PnL
+$2.33
+0.0233%
★Best Day
+$3.33
Nov 11
◎Open Interest
OKX$3.84M
Variational$509.1K⚡Funding APR
+8.51%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
4.3d
to break even
◧24h Volume
OKX$6.12MVariational$372.4KLoading 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.