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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
−39.28%
7d Period Avg+13.70%
swing±18.55%
LONG BloFin · now
+79.46%
7d avg:+9.12%
SHORT Binance Futures · now
+40.19%
7d avg:+22.82%
Entry Spread Now
+0.107%
Eaten by executionL 0.1802 · S 0.1804+$10.73 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
+$4.25
+0.04%
$Avg Daily PnL
+$3.75
+0.0375%
★Best Day
+$10.35
Nov 9
◎Open Interest
BloFin$808.1K
Binance Futures$7.03M⚡Funding APR
+13.69%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.9d
to break even
◧24h Volume
BloFin$56.1KBinance Futures$1.84MLoading 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.