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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 ~65d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.82%
3d Period Avg+6.06%
swing±27.59%
LONG Coinbase International · nowLIT-PERP
+6.14%
3d avg:−23.52%
SHORT grvt · nowLIT_USDT_Perp
+10.96%
3d avg:−17.46%
Entry Spread Now
−0.377%
Against youL ask 4.5913 · S bid 4.5740−$37.70 at entry
24h range −0.62%…+0.18% · median −0.09%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.040%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$79.45
−0.79%
$Avg Daily PnL
+$2.15
+0.0215%
★Best Day
+$5.78
Sep 26
◎Open Interest
Coinbase International$670.3K
grvt$859.4K⚡Funding APR
+7.84%
annualized · funding only
⚠Execution Cost
−$85.89
entry + exit fees
⏱Payback
1.3mo
to break even
◧24h Volume
Coinbase International$103.2Kgrvt$1.75MLoading 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 (−$85.89 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.