ORBITv2.19
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Funding Arbitrage Backtester

updated 4:32:14 PM
Size$
R-trip cost
Net Funding APR · Now
+79.62%
30d Avg
LONG Backpack
−64.98%
30d:
SHORT Reya
+14.65%
30d:
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.030%
Loading Funding History
Total PnL
+$83.10
+0.83%
$Avg Daily PnL
+$3.41
+0.0341%
Best Day
+$23.96
May 3
Open Interest
BackpackBackpack$206.6K
ReyaReya$4.6K
APR
+9.78%
annualized
Execution Cost
−$22.48
entry + exit fees
Payback
6.6d
to break even
24h Volume
BackpackBackpack$248.0K
ReyaReya$111
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 (−$22.48 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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