ORBITv2.19
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Funding Arbitrage Backtester

updated 4:33:01 PM
Size$
R-trip cost
Net Funding APR · Now
+67.61%
30d Avg
LONG grvt
−44.71%
30d:
SHORT KuCoin
+22.90%
30d:
Long pays every8hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History
Total PnL
−$53.34
−0.53%
$Avg Daily PnL
+$0.57
+0.0057%
Best Day
+$23.99
May 15
Open Interest
grvtgrvt$579.6K
KuCoinKuCoin$1.95M
APR
−6.49%
annualized
Execution Cost
−$70.52
entry + exit fees
Payback
4.1mo
to break even
24h Volume
grvtgrvt$2.60M
KuCoinKuCoin$1.49M
Loading 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 (−$70.52 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.
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