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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
+412.76%
30d Period Avg+44.05%
swing±106.16%
LONG OKX · nowTRUST-USDT-SWAP
+10.96%
30d avg:+17.46%
SHORT Variational · now
+423.71%
30d avg:+61.51%
Entry Spread Now
−0.178%
Against youL 0.06172 · S 0.06161−$17.82 if it converges
24h range −0.69%…+0.18% · median −0.24%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$334.59
+3.35%
$Avg Daily PnL
+$11.49
+0.1149%
★Best Day
+$58.89
Sep 22
◎Open Interest
OKX$115.2K
Variational$53.2K⚡Funding APR
+41.93%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
20.9h
to break even
◧24h Volume
OKX$352.9KVariational$20.9KLoading 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.