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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 ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+35.19%
7d Period Avg+22.74%
swing±25.13%
LONG Bybit · now
−24.23%
7d avg:−11.78%
SHORT Phemex · now
+10.96%
7d avg:+10.96%
Entry Spread Now
−0.009%
NeutralL 1.0911 · S 1.0910
24h range −1.29%…+0.79% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
+$20.58
+0.21%
$Avg Daily PnL
+$6.23
+0.0623%
★Best Day
+$10.66
Nov 10
◎Open Interest
Bybit$23.29M
Phemex$1.65M⚡Funding APR
+22.72%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
Bybit$13.02MPhemex$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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.