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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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+135.87%
30d Period Avg+13.49%
swing±95.71%
LONG Gate.io · now
+0.00%
30d avg:+0.00%
SHORT grvt · nowKSTR_USDT_Perp
+135.87%
30d avg:+13.49%
Entry Spread Now
−0.178%
Against youL 22.4900 · S 22.4500−$17.79 if it converges
24h range −0.31%…+0.04% · median −0.17%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$85.59
+0.86%
$Avg Daily PnL
+$3.69
+0.0369%
★Best Day
+$43.45
Sep 29
◎Open Interest
⚡Funding APR
+13.46%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
6.8d
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.