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updated 8:37:50 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~183d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.06%
3d Period Avg+0.83%
LONG BloFin · now
−3.06%
3d avg:−0.83%
SHORT grvt · nowPAYP_USDT_Perp
+0.00%
3d avg:+0.00%
Entry Spread Now
+0.069%
Eaten by executionL 14.9900 · S 15.0003+$6.88 if it converges
24h range −0.49%…+0.27% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$153.03
−1.53%
$Avg Daily PnL
+$0.23
+0.0023%
★Best Day
+$0.36
Aug 17
◎Open Interest
BloFin$103.8K
grvt$123.4K⚡Funding APR
+0.83%
annualized · funding only
⚠Execution Cost
−$153.71
entry + exit fees
⏱Payback
22.6mo
to break even
◧24h Volume
BloFin$6.3Kgrvt$401.1KLoading 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 (−$153.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.