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updated 4:31:35 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+138.06%
3d Period Avg+10.85%
LONG grvt · nowSTXX_USDT_Perp
−127.11%
3d avg:+0.00%
SHORT TxFlow · now
+10.96%
3d avg:+10.85%
Entry Spread Now
+0.032%
Eaten by executionL 989.6900 · S 990.0100+$3.23 if it converges
24h range −0.20%…+0.32% · median −0.10%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
+$0.88
+0.01%
$Avg Daily PnL
+$4.97
+0.0497%
★Best Day
+$11.63
Aug 14
◎Open Interest
grvt$2.1K
TxFlow$11.6K⚡Funding APR
+18.14%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
3.8d
to break even
◧24h Volume
grvt$70.6KTxFlow$10.6KLoading 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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.