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updated 2:14:12 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+71.41%
30d Period Avg+11.37%
LONG BloFin · now
−23.42%
30d avg:−0.71%
SHORT grvt · nowINTC_USDT_Perp
+47.99%
30d avg:+10.66%
Entry Spread Now
−0.077%
Against youL ask 104.0100 · S bid 103.9300−$7.69 at entry
24h range −0.20%…+0.07% · median −0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$58.35
+0.58%
$Avg Daily PnL
+$3.01
+0.0301%
★Best Day
+$16.51
Jul 20
◎Open Interest
BloFin$629.5K
grvt$774.7K⚡Funding APR
+11.00%
annualized · funding only
⚠Execution Cost
−$35.05
entry + exit fees
⏱Payback
11.6d
to break even
◧24h Volume
BloFin$19.6Kgrvt$1.12MLoading 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 (−$35.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.