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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.90%
3d Period Avg+2.48%
swing±19.81%
LONG Gate.io · now
+0.00%
3d avg:+10.47%
SHORT grvt · nowHOOD_USDT_Perp
+30.90%
3d avg:+12.95%
Entry Spread Now
−0.228%
Against youL 113.1800 · S 112.9221−$22.79 if it converges
24h range −0.28%…+0.65% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$36.45
−0.36%
$Avg Daily PnL
+$0.68
+0.0068%
★Best Day
+$3.15
Sep 29
◎Open Interest
⚡Funding APR
+2.48%
annualized · funding only
⚠Execution Cost
−$38.49
entry + exit fees
⏱Payback
1.9mo
to break even
◧24h Volume
Loading 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 (−$38.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.