ORBITv2.19
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Funding Arbitrage Backtester

updated 4:32:39 PM
Size$
R-trip cost
Net Funding APR · Now
+41.93%
30d Avg
LONG Backpack
−1.71%
30d:
SHORT Reya
+40.22%
30d:
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.030%
Loading Funding History
Total PnL
+$433.11
+4.33%
$Avg Daily PnL
+$14.49
+0.1449%
Best Day
+$29.56
May 6
Open Interest
BackpackBackpack$130.1K
ReyaReya$370
APR
+50.99%
annualized
Execution Cost
−$16.00
entry + exit fees
Payback
1.1d
to break even
24h Volume
BackpackBackpack$68.2K
ReyaReya$0
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 (−$16.00 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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