Funding Arbitrage Backtester

updated 3:25:28 AM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+103.44%

3d Avg—

LONG 01.xyz

−92.04%

3d: —

SHORT Extended

+11.40%

3d: —

Long pays every1hShort pays every1h

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

Loading Funding History…

↗Total PnL

−$9.51

−0.10%

$Avg Daily PnL

+$9.06

+0.0906%

∑Funding PnL

+$36.24

before cost

%Win Rate

100.0%

positive days

★Best Day

+$11.98

May 20

◎Open Interest

01.xyz—

Extended$1.24M

⚡FUNDING APR

+33.07%

annualized · funding only

⚠Execution Cost

−$45.75

entry + exit fees

⏱Payback

5.0d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$6.39

May 21

◧24h Volume

01.xyz—

Extended$552.8K

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 (−$45.75 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.