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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 ~16d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.40%
3d Period Avg+4.38%
swing±3.08%
LONG Binance Futures · now
+5.56%
3d avg:+6.24%
SHORT grvt · nowSUI_USDT_Perp
+10.96%
3d avg:+10.62%
Entry Spread Now
−0.396%
Against youL 1.2744 · S 1.2693−$39.64 if it converges
24h range −0.38%…+0.60% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.21
−0.21%
$Avg Daily PnL
+$0.94
+0.0094%
★Best Day
+$0.75
Sep 27
◎Open Interest
⚡Funding APR
+3.44%
annualized · funding only
⚠Execution Cost
−$24.03
entry + exit fees
⏱Payback
25.5d
to break even
◧24h Volume
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 (−$24.03 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.