Funding Arbitrage Backtester

updated 4:44:10 AM

Size$

R-trip cost

⚠Slippage not modeled — actual cost may differ

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+68.37%

3d Avg—

LONG 01.xyz

−56.98%

3d: —

SHORT Extended

+11.40%

3d: —

Long pays every1hShort pays every1h

LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.040%

Loading Funding History…

↗Total PnL

+$0.90

+0.01%

$Avg Daily PnL

+$4.72

+0.0472%

∑Funding PnL

+$18.90

before cost

%Win Rate

100.0%

positive days

★Best Day

+$7.19

May 19

◎Open Interest

01.xyz—

Extended$132.2K

⚡FUNDING APR

+17.25%

annualized · funding only

⚠Execution Cost

−$18.00

entry + exit fees

⏱Payback

3.8d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$0.45

May 21

◧24h Volume

01.xyz—

Extended$174.2K

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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.