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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.23%
3d Period Avg+21.11%
swing±10.81%
LONG Lighter · now
+0.88%
3d avg:+0.10%
SHORT BloFin · now
+24.11%
3d avg:+21.21%
Entry Spread Now
−0.077%
Eaten by executionL 0.2475 · S 0.2473−$7.68 if it converges
24h range −0.27%…+0.20% · median +0.02%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$3.91
−0.04%
$Avg Daily PnL
+$5.39
+0.0539%
★Best Day
+$7.24
Sep 30
◎Open Interest
Lighter$2.18M
BloFin$4.51M⚡Funding APR
+19.69%
annualized · funding only
⚠Execution Cost
−$20.09
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
Lighter$381.0KBloFin$2.76MLoading 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 (−$20.09 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.