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Funding Arbitrage Backtester

updated 6:06:02 PM
Size$
R-trip cost
Net Funding APR · Now
+55.23%
3d Avg
LONG Extended
−42.08%
3d:
SHORT Pacifica
+13.15%
3d:
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.040%SHORTmaker0.015%/taker0.040%
Loading Funding History
Total PnL
−$13.66
−0.14%
$Avg Daily PnL
+$0.58
+0.0058%
Best Day
+$4.52
May 18
Open Interest
ExtendedExtended$273.3K
PacificaPacifica$73.6K
APR
−12.47%
annualized
Execution Cost
−$16.00
entry + exit fees
Payback
27.4d
to break even
24h Volume
ExtendedExtended$2.00M
PacificaPacifica$78.7K
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.
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