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Funding Arbitrage Backtester

updated 6:59:51 PM
Size$
R-trip cost
Net Funding APR · Now
+27.68%
3d Avg
LONG Reya
−16.28%
3d:
SHORT Extended
+11.40%
3d:
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.040%
Loading Funding History
Total PnL
+$2.75
+0.03%
$Avg Daily PnL
+$5.26
+0.0526%
Best Day
+$7.34
May 16
Open Interest
ReyaReya$1.6K
ExtendedExtended$568.7K
APR
+2.51%
annualized
Execution Cost
−$18.28
entry + exit fees
Payback
3.5d
to break even
24h Volume
ReyaReya$8.0K
ExtendedExtended$245.8K
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 (−$18.28 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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