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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 ~10d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.93%
7d Period Avg+3.38%
swing±2.76%
LONG Binance Futures · now
+3.03%
7d avg:+7.42%
SHORT grvt · nowSUI_USDT_Perp
+10.96%
7d avg:+10.80%
Entry Spread Now
+0.090%
Eaten by executionL 1.2646 · S 1.2657+$9.05 if it converges
24h range −0.38%…+0.60% · median −0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$16.27
−0.16%
$Avg Daily PnL
+$0.80
+0.0080%
★Best Day
+$1.36
Sep 21
◎Open Interest
⚡Funding APR
+2.93%
annualized · funding only
⚠Execution Cost
−$21.89
entry + exit fees
⏱Payback
27.3d
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 (−$21.89 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.