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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−31.12%
7d Period Avg+23.09%
swing±35.31%
LONG Coinbase International · nowLIT-PERP
+42.08%
7d avg:−39.26%
SHORT grvt · nowLIT_USDT_Perp
+10.96%
7d avg:−16.17%
Entry Spread Now
−0.294%
Against youL ask 4.6276 · S bid 4.6140−$29.45 at entry
24h range −0.62%…+0.21% · median −0.09%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.040%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$26.93
−0.27%
$Avg Daily PnL
+$5.99
+0.0599%
★Best Day
+$17.40
Sep 23
◎Open Interest
Coinbase International$673.2K
grvt$867.4K⚡Funding APR
+21.85%
annualized · funding only
⚠Execution Cost
−$68.84
entry + exit fees
⏱Payback
11.5d
to break even
◧24h Volume
Coinbase International$105.8Kgrvt$1.69MLoading 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 (−$68.84 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.