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updated —ETH Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~116d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.63%
7d Period Avg+0.85%
swing±5.71%
LONG Binance Futures · now
+6.93%
7d avg:+3.18%
SHORT grvt · nowETH_USDT_Perp
+7.56%
7d avg:+4.03%
Entry Spread Now
−0.001%
NeutralL ask 1,907.59 · S bid 1,907.57
24h range −0.23%…+0.44% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$18.99
−0.19%
$Avg Daily PnL
+$0.16
+0.0016%
★Best Day
+$1.19
Nov 9
◎Open Interest
Binance Futures$4.43B
grvt$110.98M⚡Funding APR
+0.58%
annualized · funding only
⚠Execution Cost
−$20.10
entry + exit fees
⏱Payback
4.2mo
to break even
◧24h Volume
Binance Futures$8.66Bgrvt$78.13MLoading 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 (−$20.10 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.