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Funding Arbitrage Backtester

updated 7:01:16 PM
Size$
R-trip cost
Net Funding APR · Now
+26.98%
3d Avg
LONG trade[XYZ]
−16.02%
3d:
SHORT grvt
+10.96%
3d:
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.010%/taker0.050%
Loading Funding History
Total PnL
−$13.48
−0.13%
$Avg Daily PnL
+$3.63
+0.0363%
Best Day
+$7.84
May 18
Open Interest
trade[XYZ]trade[XYZ]$17.02M
grvtgrvt$14.8K
APR
−12.30%
annualized
Execution Cost
−$28.00
entry + exit fees
Payback
7.7d
to break even
24h Volume
trade[XYZ]trade[XYZ]$5.32M
grvtgrvt$813.5K
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 (−$28.00 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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