← Back to Screener
updated 4:31:38 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.13%
3d Period Avg+18.68%
LONG grvt · nowPAYP_USDT_Perp
−35.17%
3d avg:−7.72%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.293%
Eaten by executionL 14.9539 · S 14.9100−$29.35 if it converges
24h range −0.02%…+0.33% · median +0.13%
Long pays every8hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$96.10
−0.96%
$Avg Daily PnL
+$3.84
+0.0384%
★Best Day
+$8.34
Aug 14
◎Open Interest
grvt$131.6K
Gate.io$61.9K⚡Funding APR
+14.00%
annualized · funding only
⚠Execution Cost
−$111.44
entry + exit fees
⏱Payback
29.1d
to break even
◧24h Volume
grvt$294.2KGate.io$188Loading 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 (−$111.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.