ORBITv2.19
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Funding Arbitrage Backtester

updated 4:33:09 PM
Size$
R-trip cost
Net Funding APR · Now
+0.99%
30d Avg
LONG KuCoin
+9.97%
30d:
SHORT grvt
+10.96%
30d:
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History
Total PnL
−$200.04
−2.00%
$Avg Daily PnL
−$5.93
−0.0593%
Best Day
+$40.20
May 4
Open Interest
KuCoinKuCoin$910.1K
grvtgrvt$45.1K
APR
−24.34%
annualized
Execution Cost
−$22.00
entry + exit fees
Payback
never
to break even
24h Volume
KuCoinKuCoin$555.2K
grvtgrvt$2.10M
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.
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