Funding Arbitrage Backtester

updated 6:59:16 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+42.26%

3d Avg—

LONG Binance Futures

+5.48%

3d: —

SHORT Reya

+47.74%

3d: —

Long pays every8hShort pays every1h

LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.030%

Loading Funding History…

↗Total PnL

+$32.71

+0.33%

$Avg Daily PnL

+$12.18

+0.1218%

∑Funding PnL

+$48.71

before cost

%Win Rate

100.0%

positive days

★Best Day

+$20.21

May 16

◎Open Interest

Binance Futures$10.24M

Reya$1.0K

⚡APR

+29.84%

annualized

⚠Execution Cost

−$16.00

entry + exit fees

⏱Payback

1.3d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$2.04

May 15

◧24h Volume

Binance Futures$17.81M

Reya$0

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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.