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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.37%
30d Period Avg+11.99%
swing±11.08%
LONG Bybit · now
+0.00%
30d avg:+2.29%
SHORT grvt · nowQQQ_USDT_Perp
+29.37%
30d avg:+14.28%
Entry Spread Now
+0.022%
Eaten by executionL 741.5400 · S 741.7026+$2.19 if it converges
24h range −0.03%…+0.44% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$76.45
+0.76%
$Avg Daily PnL
+$3.28
+0.0328%
★Best Day
+$6.60
Aug 27
◎Open Interest
Bybit$11.03M
grvt$329.9K⚡Funding APR
+11.99%
annualized · funding only
⚠Execution Cost
−$22.08
entry + exit fees
⏱Payback
6.7d
to break even
◧24h Volume
Bybit$3.99Mgrvt$201.9KLoading 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 (−$22.08 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.