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updated 12:15:57 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+68.42%
3d Period Avg+11.00%
swing±29.00%
LONG grvt · nowBNB_USDT_Perp
+0.00%
3d avg:+15.37%
SHORT dYdX · now
+68.42%
3d avg:+26.37%
Entry Spread Now
+0.004%
NeutralL ask 761.7400 · S bid 761.7700
24h range −0.27%…+0.02% · median −0.12%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$35.52
−0.36%
$Avg Daily PnL
+$2.15
+0.0215%
★Best Day
+$8.58
Sep 18
◎Open Interest
grvt$2.82M
dYdX$174.8K⚡Funding APR
+7.85%
annualized · funding only
⚠Execution Cost
−$44.12
entry + exit fees
⏱Payback
20.5d
to break even
◧24h Volume
grvt$28.89MdYdX$95.7KLoading 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 (−$44.12 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.