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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+152.42%
3d Period Avg+92.23%
swing±124.61%
LONG Gate.io · now
+0.00%
3d avg:+0.00%
SHORT grvt · nowKSTR_USDT_Perp
+152.42%
3d avg:+92.23%
Entry Spread Now
−0.133%
Against youL 22.5600 · S 22.5300−$13.30 if it converges
24h range −0.31%…+0.00% · median −0.17%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$50.75
+0.51%
$Avg Daily PnL
+$25.25
+0.2525%
★Best Day
+$43.45
Sep 29
◎Open Interest
⚡Funding APR
+92.16%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
23.8h
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.