Funding Arbitrage Backtester

updated 4:08:30 AM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+10.52%

3d Avg—

LONG 01.xyz

+0.88%

3d: —

SHORT Extended

+11.40%

3d: —

Long pays every1hShort pays every1h

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

Loading Funding History…

↗Total PnL

−$6.50

−0.07%

$Avg Daily PnL

+$3.40

+0.0340%

∑Funding PnL

+$13.61

before cost

%Win Rate

100.0%

positive days

★Best Day

+$4.64

May 18

◎Open Interest

01.xyz—

Extended$4.53M

⚡FUNDING APR

+12.42%

annualized · funding only

⚠Execution Cost

−$20.11

entry + exit fees

⏱Payback

5.9d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$0.45

May 21

◧24h Volume

01.xyz—

Extended$10.28M

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 (−$20.11 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.