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updated —GRVT Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−5.66%
3d Period Avg+12.75%
swing±16.11%
LONG BloFin · now
+44.46%
3d avg:+11.72%
SHORT Binance Futures · now
+38.80%
3d avg:+24.47%
Entry Spread Now
+0.111%
In your favorL 0.1797 · S 0.1799+$11.13 if it converges
24h range −0.27%…+0.63% · median +0.19%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$11.54
−0.12%
$Avg Daily PnL
+$3.49
+0.0349%
★Best Day
+$5.60
Nov 13
◎Open Interest
BloFin$807.9K
Binance Futures$7.01M⚡Funding APR
+12.73%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.3d
to break even
◧24h Volume
BloFin$56.0KBinance Futures$1.83MLoading 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.