Funding Arbitrage Backtester

updated 4:33:18 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

−14.47%

30d Avg—

LONG dreamcash

+1.91%

30d: —

SHORT Pacifica

−12.56%

30d: —

Long pays every1hShort pays every1h

LONGmaker0.030%/taker0.090%SHORTmaker0.015%/taker0.040%

Limited funding history — chart clipped to available data

dreamcash (Long): data starts May 11, 2026 (7d available out of 30d requested)

KPIs (Total PnL, APR, Win Rate) calculated only over available data range.

Sparse settlements: long 20%, short 100% of expected. KPIs may be noisy.

Loading Funding History…

↗Total PnL

−$50.15

−0.50%

$Avg Daily PnL

−$3.02

−0.0302%

∑Funding PnL

−$24.15

before cost

%Win Rate

37.5%

positive days

★Best Day

+$3.13

May 16

◎Open Interest

dreamcash$18.39M

Pacifica$444.6K

⚡APR

−22.88%

annualized

⚠Execution Cost

−$26.00

entry + exit fees

⏱Payback

never

to break even

⤓Max Drawdown

−$24.83

peak → trough

✕Worst Day

−$12.91

May 13

◧24h Volume

dreamcash$18.08M

Pacifica$124.2K

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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.