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updated 2:37:21 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+78.24%
30d Period Avg+18.45%
LONG grvt · nowPAYP_USDT_Perp
−67.28%
30d avg:−7.49%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
+0.369%
Eaten by executionL 14.9449 · S 15.0000+$36.87 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
+$32.45
+0.32%
$Avg Daily PnL
+$4.89
+0.0489%
★Best Day
+$42.33
Jul 29
◎Open Interest
grvt$131.2K
Gate.io$62.3K⚡Funding APR
+17.84%
annualized · funding only
⚠Execution Cost
−$119.07
entry + exit fees
⏱Payback
24.4d
to break even
◧24h Volume
grvt$285.6KGate.io$187Loading 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 (−$119.07 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.