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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 ~13d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.96%
7d Period Avg+3.83%
swing±5.79%
LONG grvt · nowETH_USDT_Perp
+7.56%
7d avg:+4.04%
SHORT Lighter · now
+10.52%
7d avg:+7.87%
Entry Spread Now
+0.708%
In your favorL ask 1,907.58 · S bid 1,921.08+$70.77 at entry
24h range −0.34%…+0.35% · median +0.00%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$2.75
−0.03%
$Avg Daily PnL
+$1.07
+0.0107%
★Best Day
+$2.43
Nov 11
◎Open Interest
grvt$111.01M
Lighter$68.81M⚡Funding APR
+3.92%
annualized · funding only
⚠Execution Cost
−$10.26
entry + exit fees
⏱Payback
9.6d
to break even
◧24h Volume
grvt$78.13MLighter$453.54MLoading 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 (−$10.26 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.