Funding Arbitrage Backtester

updated 4:50:48 AM

Size$

R-trip cost

ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+274.38%

3d Avg—

LONG 01.xyz

−262.98%

3d: —

SHORT Extended

+11.40%

3d: —

Long pays every1hShort pays every1h

LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.040%

Loading Funding History…

↗Total PnL

+$2.54

+0.03%

$Avg Daily PnL

+$8.63

+0.0862%

∑Funding PnL

+$34.50

before cost

%Win Rate

100.0%

positive days

★Best Day

+$11.04

May 21

◎Open Interest

01.xyz—

Extended$3.51M

⚡FUNDING APR

+31.48%

annualized · funding only

⚠Execution Cost

−$31.96

entry + exit fees

⏱Payback

3.7d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$6.51

May 18

◧24h Volume

01.xyz—

Extended$2.18M

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 (−$31.96 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.