ORBITv2.19
← Back to Screener

Funding Arbitrage Backtester

updated 4:32:10 PM
Size$
R-trip cost
Net Funding APR · Now
+104.97%
30d Avg
LONG Variational
−93.57%
30d:
SHORT Extended
+11.40%
30d:
Long pays every4hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.040%
Limited funding history — chart clipped to available data
  • Variational (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 22%, short 96% of expected. KPIs may be noisy.
Loading Funding History
Total PnL
+$4.85
+0.05%
$Avg Daily PnL
+$1.61
+0.0161%
Best Day
+$7.73
May 12
Open Interest
VariationalVariational$19.1K
ExtendedExtended$128.7K
APR
+2.21%
annualized
Execution Cost
−$8.00
entry + exit fees
Payback
5.0d
to break even
24h Volume
VariationalVariational$9.3K
ExtendedExtended$477.0K
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 (−$8.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.
Start Trading →