Funding Arbitrage Backtester

updated 2:44:07 AM

Size$

R-trip cost

⚠Slippage not modeled — actual cost may differ

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+54.35%

3d Avg—

LONG 01.xyz

−57.86%

3d: —

SHORT Extended

−3.51%

3d: —

Long pays every1hShort pays every1h

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

Loading Funding History…

↗Total PnL

+$5.38

+0.05%

$Avg Daily PnL

+$5.85

+0.0585%

∑Funding PnL

+$23.38

before cost

%Win Rate

100.0%

positive days

★Best Day

+$11.07

May 20

◎Open Interest

01.xyz—

Extended$1.89M

⚡FUNDING APR

+21.33%

annualized · funding only

⚠Execution Cost

−$18.00

entry + exit fees

⏱Payback

3.1d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$2.01

May 21

◧24h Volume

01.xyz—

Extended$6.31M

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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.