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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~0.1d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+2230.70%
30d Period Avgβ34.47%
swingΒ±6.02%
LONG grvt Β· nowKAIA_USDT_Perp
β2498.31%
30d avg:+43.83%
SHORT Hotcoin Β· now
β267.61%
30d avg:+9.36%
Entry Spread Now
β0.233%
Eaten by executionL 0.05220 Β· S 0.05208β$23.34 if it converges
24h range β2.75%β¦+1.40% Β· median β0.01%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Sparse settlements: long 25%, short 100% of expected. KPIs may be noisy.
Loading Funding Historyβ¦
βTotal PnL
β$76.25
β0.76%
$Avg Daily PnL
β$0.44
β0.0044%
β
Best Day
+$0.05
Oct 9
βOpen Interest
grvt$626.0K
Hotcoin$929.9Kβ‘Funding APR
β1.60%
annualized Β· funding only
β Execution Cost
β$63.12
entry + exit fees
β±Payback
never
to break even
β§24h Volume
grvt$642.4KHotcoin$25.23MLoading Cumulative PnLβ¦
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 (β$63.12 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.