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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 ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+296.78%
3d Period Avg+118.66%
swing±112.61%
LONG OKX · nowTRUST-USDT-SWAP
+10.96%
3d avg:+17.97%
SHORT Variational · now
+307.74%
3d avg:+136.63%
Entry Spread Now
−0.324%
Against youL 0.06166 · S 0.06146−$32.44 if it converges
24h range −0.69%…+0.18% · median −0.27%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$79.45
+0.79%
$Avg Daily PnL
+$29.82
+0.2982%
★Best Day
+$48.04
Sep 30
◎Open Interest
OKX$115.3K
Variational$59.1K⚡Funding APR
+108.83%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
8.2h
to break even
◧24h Volume
OKX$339.9KVariational$26.9KLoading 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.