ORBITv2.19
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Funding Arbitrage Backtester

updated 4:33:04 PM
Size$
R-trip cost
Net Funding APR · Now
+83.45%
30d Avg
LONG Reya
−48.39%
30d:
SHORT Extended
+35.06%
30d:
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.040%
Loading Funding History
Total PnL
+$310.64
+3.11%
$Avg Daily PnL
+$10.81
+0.1081%
Best Day
+$22.48
May 2
Open Interest
ReyaReya$73
ExtendedExtended$1.67M
APR
+36.58%
annualized
Execution Cost
−$24.49
entry + exit fees
Payback
2.3d
to break even
24h Volume
ReyaReya$2.9K
ExtendedExtended$1.35M
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 (−$24.49 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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