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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 ~11d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+34.63%
3d Period Avg+1.45%
swing±3.37%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT grvt · nowMON_USDT_Perp
+45.58%
3d avg:+12.41%
Entry Spread Now
+0.505%
Eaten by executionL 0.02845 · S 0.02859+$50.52 if it converges
24h range −1.65%…+0.87% · median +0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$107.27
−1.07%
$Avg Daily PnL
+$0.38
+0.0038%
★Best Day
+$0.48
Sep 25
◎Open Interest
Binance Futures$30.10M
grvt$640.9K⚡Funding APR
+1.37%
annualized · funding only
⚠Execution Cost
−$108.40
entry + exit fees
⏱Payback
9.6mo
to break even
◧24h Volume
Binance Futures$28.60Mgrvt$417.7KLoading 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 (−$108.40 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.