ORBITv2.19
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Funding Arbitrage Backtester

updated 4:33:29 PM
Size$
R-trip cost
Net Funding APR · Now
+44.05%
30d Avg
LONG dreamcash
+5.48%
30d:
SHORT OKX
+49.53%
30d:
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.050%
Loading Funding History
Total PnL
+$141.50
+1.42%
$Avg Daily PnL
+$5.65
+0.0565%
Best Day
+$28.38
May 11
Open Interest
dreamcashdreamcash$1.41M
OKXOKX$5.96M
APR
+17.22%
annualized
Execution Cost
−$28.00
entry + exit fees
Payback
5.0d
to break even
24h Volume
dreamcashdreamcash$42.15M
OKXOKX$34.53M
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.
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