Funding Arbitrage Backtester

updated 6:05:53 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+27.08%

3d Avg—

LONG Paradex

−15.69%

3d: —

SHORT Extended

+11.40%

3d: —

Long pays every8hShort pays every1h

LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.040%

Loading Funding History…

↗Total PnL

−$930.16

−9.30%

$Avg Daily PnL

+$24.83

+0.2483%

∑Funding PnL

+$99.30

before cost

%Win Rate

100.0%

positive days

★Best Day

+$45.11

May 17

◎Open Interest

Paradex$158.0K

Extended$305.5K

⚡APR

−848.77%

annualized

⚠Execution Cost

−$1029.46

entry + exit fees

⏱Payback

1.4mo

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$0.78

May 15

◧24h Volume

Paradex$512

Extended$481.6K

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 (−$1029.46 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.