ORBITv2.19
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Funding Arbitrage Backtester

updated 4:33:07 PM
Size$
R-trip cost
Net Funding APR · Now
+43.50%
30d Avg
LONG grvt
−25.53%
30d:
SHORT KuCoin
+17.97%
30d:
Long pays every8hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History
Total PnL
−$2.73
−0.03%
$Avg Daily PnL
+$1.06
+0.0106%
Best Day
+$11.77
May 12
Open Interest
grvtgrvt$893.7K
KuCoinKuCoin$5.20M
APR
−0.45%
annualized
Execution Cost
−$26.15
entry + exit fees
Payback
24.6d
to break even
24h Volume
grvtgrvt$6.70M
KuCoinKuCoin$520.3K
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 (−$26.15 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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