Funding Arbitrage Backtester

updated 4:40:10 AM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

−80.65%

3d Avg—

LONG 01.xyz

+84.15%

3d: —

SHORT Extended

+3.51%

3d: —

Long pays every1hShort pays every1h

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

Loading Funding History…

↗Total PnL

−$35.23

−0.35%

$Avg Daily PnL

−$4.25

−0.0425%

∑Funding PnL

−$17.01

before cost

%Win Rate

0.0%

positive days

★Best Day

−$2.96

May 21

◎Open Interest

01.xyz—

Extended$10.42M

⚡FUNDING APR

−15.52%

annualized · funding only

⚠Execution Cost

−$18.22

entry + exit fees

⏱Payback

never

to break even

⤓Max Drawdown

−$11.63

peak → trough

✕Worst Day

−$5.38

May 18

◧24h Volume

01.xyz—

Extended$17.36M

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 (−$18.22 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.