← Back to Screener
updated 10:57:34 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~11d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.79%
30d Period Avg+12.00%
swing±22.56%
LONG Bybit · now
+0.00%
30d avg:−2.68%
SHORT grvt · nowGLW_USDT_Perp
+6.79%
30d avg:+9.32%
Entry Spread Now
+0.067%
Eaten by executionL 143.4300 · S 143.5262+$6.71 if it converges
24h range −0.24%…+0.45% · median +0.09%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.050%
Limited funding history — chart clipped to available data
- grvt (Short): data starts Aug 18, 2026 (16d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
−$13.70
−0.14%
$Avg Daily PnL
+$0.24
+0.0024%
★Best Day
+$14.89
Aug 21
◎Open Interest
Bybit$375.8K
grvt$73⚡Funding APR
+0.86%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
3.0mo
to break even
◧24h Volume
Bybit$140.1Kgrvt$97.7KLoading 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.