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updated 10:55:20 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+93.00%
1d Period Avg+30.02%
swing±34.36%
LONG grvt · nowBNB_USDT_Perp
+0.00%
1d avg:+25.44%
SHORT dYdX · now
+93.00%
1d avg:+55.46%
Entry Spread Now
+0.016%
In your favorL ask 762.9900 · S bid 763.1100+$1.57 at entry
24h range −0.27%…+0.02% · median −0.13%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$37.25
−0.37%
$Avg Daily PnL
+$3.84
+0.0384%
★Best Day
+$7.55
Sep 18
◎Open Interest
grvt$2.84M
dYdX$175.0K⚡Funding APR
+14.00%
annualized · funding only
⚠Execution Cost
−$44.92
entry + exit fees
⏱Payback
11.7d
to break even
◧24h Volume
grvt$30.27MdYdX$96.9KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$44.92 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.