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updated 7:20:48 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
−10.96%
3d Period Avg−8.94%
LONG KuCoin · nowDISUSDTM
+10.96%
3d avg:+10.96%
SHORT grvt · nowDIS_USDT_Perp
+0.00%
3d avg:+2.02%
Entry Spread Now
+0.151%
In your favorL 104.1300 · S 104.2876+$15.14 if it converges
24h range −0.16%…+0.44% · median +0.11%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$29.34
−0.29%
$Avg Daily PnL
−$2.45
−0.0245%
★Best Day
−$1.34
Aug 15
◎Open Interest
KuCoin$690.7K
grvt$1.4K⚡Funding APR
−8.93%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$296.1Kgrvt$65.3KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.