Funding Arbitrage Backtester

updated 2:43:34 AM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+11.40%

3d Avg—

LONG 01.xyz

+0.00%

3d: —

SHORT Extended

+11.40%

3d: —

Long pays every1hShort pays every1h

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

Loading Funding History…

↗Total PnL

−$14.55

−0.15%

$Avg Daily PnL

+$0.89

+0.0090%

∑Funding PnL

+$3.58

before cost

%Win Rate

100.0%

positive days

★Best Day

+$1.76

May 20

◎Open Interest

01.xyz—

Extended$103.90M

⚡FUNDING APR

+3.27%

annualized · funding only

⚠Execution Cost

−$18.13

entry + exit fees

⏱Payback

20.3d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$0.40

May 21

◧24h Volume

01.xyz—

Extended$280.22M

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 (−$18.13 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.