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Funding Arbitrage Backtester

updated 6:06:56 PM
Size$
R-trip cost
Net Funding APR · Now
+59.01%
3d Avg
LONG Reya
−47.62%
3d:
SHORT Extended
+11.40%
3d:
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.040%
Loading Funding History
Total PnL
+$3.81
+0.04%
$Avg Daily PnL
+$8.59
+0.0859%
Best Day
+$12.70
May 18
Open Interest
ReyaReya$3.4K
ExtendedExtended$533.5K
APR
+3.48%
annualized
Execution Cost
−$30.55
entry + exit fees
Payback
3.6d
to break even
24h Volume
ReyaReya$1.7K
ExtendedExtended$70.4K
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 (−$30.55 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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