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updated —GRAM Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.52%
7d Period Avg+22.58%
swing±28.16%
LONG Binance Futures · now
−28.56%
7d avg:−11.62%
SHORT Phemex · now
+10.96%
7d avg:+10.96%
Entry Spread Now
+0.367%
In your favorL 1.0910 · S 1.0950+$36.66 if it converges
24h range −0.64%…+0.47% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
+$19.30
+0.19%
$Avg Daily PnL
+$5.90
+0.0590%
★Best Day
+$13.89
Nov 13
◎Open Interest
Binance Futures$15.87M
Phemex$1.65M⚡Funding APR
+21.54%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
Binance Futures$25.14MPhemex$1.25MLoading 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.