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updated 7:20:01 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+4.47%
LONG Variational · now
+10.96%
3d avg:+10.96%
SHORT OKX · nowSYRUP-USDT-SWAP
+10.96%
3d avg:+15.43%
Entry Spread Now
+0.149%
In your favorL 0.1673 · S 0.1675+$14.95 if it converges
24h range −0.03%…+0.58% · median +0.24%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$6.32
−0.06%
$Avg Daily PnL
+$0.92
+0.0092%
★Best Day
+$1.30
Aug 16
◎Open Interest
Variational$53.0K
OKX$1.07M⚡Funding APR
+3.36%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
10.9d
to break even
◧24h Volume
Variational$20.5KOKX$891.1KLoading 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.