Crypto Funding Rate Arbitrage Backtester

Backtest delta-neutral funding rate arbitrage strategies across exchanges like Bybit, MEXC, BingX, Paradex, Binance, Hyperliquid, Gate.io, OKX, Aster, Variational, Lighter, edgeX, dYdX, BloFin, ApeX, Pacifica, REYA, GMX, Bitget, Ethereal, NADO, OSTIUM, 01.xyz, gTrade, Drift, KuCoin, HyENA, trade[XYZ], Felix, Markets, Backpack, Hibachi, Orderly. Select any token and two exchanges, set your position size and date range, and simulate historical returns from funding rate spreads.

How the Backtester Works

The funding arbitrage backtester uses real historical funding rate data to simulate what a delta-neutral position would have earned over a given period. It calculates net funding payments accounting for both the long and short leg, shows cumulative P&L, and provides key performance metrics including total return, annualized APR, and maximum drawdown.

Cross-Exchange Strategy Testing

Test funding arbitrage strategies between Binance and Bybit, OKX and Hyperliquid, Bitget and dYdX, Gate.io and MEXC, and any other exchange combination. Compare results across different tokens and time periods to find the most consistent funding rate arbitrage setups.