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updated 7:21:45 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.16%
3d Period Avg+4.15%
LONG Variational · now
+10.96%
3d avg:+11.07%
SHORT OKX · nowPIEVERSE-USDT-SWAP
+20.12%
3d avg:+15.22%
Entry Spread Now
+0.259%
In your favorL 0.8876 · S 0.8899+$25.91 if it converges
24h range −0.37%…+0.60% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$6.59
−0.07%
$Avg Daily PnL
+$0.85
+0.0085%
★Best Day
+$1.87
Aug 17
◎Open Interest
Variational$20.4K
OKX$3.51M⚡Funding APR
+3.11%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
11.7d
to break even
◧24h Volume
Variational$1.7KOKX$4.42MLoading 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.