Funding Arbitrage Backtester

updated 5:13:15 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+73.23%

30d Avg—

LONG Pacifica

−23.31%

30d: —

SHORT Reya

+49.92%

30d: —

Long pays every1hShort pays every1h

LONGmaker0.015%/taker0.040%SHORTmaker0.010%/taker0.030%

Loading Funding History…

↗Total PnL

+$264.25

+2.64%

$Avg Daily PnL

+$8.98

+0.0898%

∑Funding PnL

+$278.25

before cost

%Win Rate

90.3%

positive days

★Best Day

+$26.15

Apr 20

◎Open Interest

Pacifica$150.9K

Reya$7.8K

⚡APR

+31.11%

annualized

⚠Execution Cost

−$14.00

entry + exit fees

⏱Payback

1.6d

to break even

⤓Max Drawdown

−$7.22

peak → trough

✕Worst Day

−$4.51

May 3

◧24h Volume

Pacifica$136.2K

Reya$60.0K

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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.