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updated 12:41:19 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+66.29%
3d Period Avg+6.66%
swing±11.11%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT grvt · nowGLW_USDT_Perp
+66.29%
3d avg:+6.66%
Entry Spread Now
+0.057%
Eaten by executionL 143.5100 · S 143.5913+$5.66 if it converges
24h range −0.24%…+0.48% · median +0.09%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$15.53
−0.16%
$Avg Daily PnL
+$1.37
+0.0137%
★Best Day
+$2.36
Sep 1
◎Open Interest
Bybit$388.2K
grvt$386⚡Funding APR
+4.99%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
15.4d
to break even
◧24h Volume
Bybit$167.9Kgrvt$73.6KLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.