Funding Arbitrage Backtester

updated 6:59:15 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+42.28%

3d Avg—

LONG Reya

−30.89%

3d: —

SHORT Extended

+11.40%

3d: —

Long pays every1hShort pays every1h

LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.040%

Loading Funding History…

↗Total PnL

+$3.25

+0.03%

$Avg Daily PnL

+$4.61

+0.0461%

∑Funding PnL

+$18.45

before cost

%Win Rate

100.0%

positive days

★Best Day

+$8.53

May 18

◎Open Interest

Reya$164.6K

Extended$11.74M

⚡APR

+2.97%

annualized

⚠Execution Cost

−$15.20

entry + exit fees

⏱Payback

3.3d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$0.89

May 17

◧24h Volume

Reya$156.1K

Extended$15.94M

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 (−$15.20 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.