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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 ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.51%
30d Period Avg+1.97%
swing±19.75%
LONG Crypto.com · nowMRVLUSD-PERP
−21.99%
30d avg:−0.99%
SHORT grvt · nowMRVL_USDT_Perp
+2.52%
30d avg:+0.98%
Entry Spread Now
−0.095%
Eaten by executionL 265.3500 · S 265.0990−$9.46 if it converges
24h range −0.44%…+0.58% · median +0.11%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$6.89
−0.07%
$Avg Daily PnL
+$0.44
+0.0044%
★Best Day
+$6.21
Sep 21
◎Open Interest
⚡Funding APR
+1.59%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.5mo
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.