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updated 3:21:42 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+56.04%
3d Period Avg+19.25%
LONG BloFin · now
−3.88%
3d avg:−18.14%
SHORT grvt · nowINTC_USDT_Perp
+52.16%
3d avg:+1.11%
Entry Spread Now
−0.076%
Against youL ask 104.5500 · S bid 104.4700−$7.65 at entry
24h range −0.20%…+0.15% · median −0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$19.86
−0.20%
$Avg Daily PnL
+$3.95
+0.0395%
★Best Day
+$6.28
Aug 15
◎Open Interest
BloFin$627.5K
grvt$778.4K⚡Funding APR
+14.43%
annualized · funding only
⚠Execution Cost
−$35.67
entry + exit fees
⏱Payback
9.0d
to break even
◧24h Volume
BloFin$21.3Kgrvt$1.13MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$35.67 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.