ORBITv2.19
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Funding Arbitrage Backtester

updated 4:33:36 PM
Size$
R-trip cost
Net Funding APR · Now
+25.63%
30d Avg
LONG trade[XYZ]
−14.67%
30d:
SHORT BloFin
+10.96%
30d:
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.060%
Loading Funding History
Total PnL
+$64.02
+0.64%
$Avg Daily PnL
+$3.13
+0.0313%
Best Day
+$24.75
May 4
Open Interest
trade[XYZ]trade[XYZ]$16.82M
BloFinBloFin$136.5K
APR
+7.79%
annualized
Execution Cost
−$30.00
entry + exit fees
Payback
9.6d
to break even
24h Volume
trade[XYZ]trade[XYZ]$5.07M
BloFinBloFin$32.8K
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 (−$30.00 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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