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updated 7:19:39 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+3.03%
LONG Variational · now
+0.00%
3d avg:+0.00%
SHORT grvt · nowCRM_USDT_Perp
+0.00%
3d avg:+3.03%
Entry Spread Now
+0.025%
Eaten by executionL 191.1920 · S 191.2400+$2.51 if it converges
24h range −0.06%…+0.18% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$7.51
−0.08%
$Avg Daily PnL
+$0.62
+0.0062%
★Best Day
+$2.49
Aug 17
◎Open Interest
Variational$36.8K
grvt$583⚡Funding APR
+2.27%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
16.1d
to break even
◧24h Volume
Variational$111.4Kgrvt$104.5KLoading 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.