Funding rate arbitrage backtester — historical P&L and drawdown

Replay a delta-neutral funding trade over historical data to see realized APR, net P&L, maximum drawdown and how much funding was actually collected before fees, spread and slippage.

Backtest strategy

Delta-neutral, on collected history
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Pick a pair, two venues and a period, then run the backtest: it replays the collected funding history for that combination and shows what a delta-neutral position would have earned after fees. Position size is rescaled in place — funding income and fees are proportional to notional. Average APR, drawdown and return percentage do not scale; they are exactly what the server returned.