Funding Arbitrage Backtester

ZEEK.TOOLS Backtester tests one funding arbitrage route with a token, long exchange, short exchange, historical window, position size, and execution cost assumptions before a route is treated as actionable.

Backtester inputs

• token
• long exchange
• short exchange
• date range
• position size
• execution cost

What the backtest checks

The backtest turns historical funding spread into estimated route PnL and compares gross carry against execution costs, route duration, and exchange-specific long and short legs.