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updated 7:20:09 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~90d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.89%
3d Period Avg−1.69%
LONG Toobit · nowEWT-SWAP-USDT
−0.89%
3d avg:−6.95%
SHORT grvt · nowEWT_USDT_Perp
+0.00%
3d avg:−8.64%
Entry Spread Now
+0.000%
NeutralL 107.8900 · S 107.8900
24h range −0.21%…+0.27% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$23.39
−0.23%
$Avg Daily PnL
−$0.46
−0.0046%
★Best Day
+$0.30
Aug 16
◎Open Interest
Toobit$18.2K
grvt$2.9K⚡Funding APR
−1.69%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Toobit$163.8Kgrvt$88.0KLoading 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.