ORBIT
← Back to Screener

Funding Arbitrage Backtester

updated 5:17:35 PM
Size$
R-trip cost
Net Funding APR · Now
+22.18%
30d Avg
LONG trade[XYZ]
−11.22%
30d:
SHORT grvt
+10.96%
30d:
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.010%/taker0.050%
Loading Funding History
Total PnL
+$164.07
+1.64%
$Avg Daily PnL
+$6.40
+0.0640%
Best Day
+$38.52
May 10
Open Interest
trade[XYZ]trade[XYZ]$16.87M
grvtgrvt$13.4K
APR
+19.96%
annualized
Execution Cost
−$28.00
entry + exit fees
Payback
4.4d
to break even
24h Volume
trade[XYZ]trade[XYZ]$5.11M
grvtgrvt$821.3K
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.
Start Trading →