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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−80.12%
7d Period Avg+1.47%
swing±38.42%
LONG Ondo · nowAMD-USD.P
−52.25%
7d avg:+8.21%
SHORT Lighter · now
−132.37%
7d avg:+9.68%
Entry Spread Now
+0.102%
In your favorL 631.2445 · S 631.8900+$10.23 if it converges
24h range −0.01%…+0.17% · median +0.09%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.035%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$7.11
−0.07%
$Avg Daily PnL
+$0.87
+0.0087%
★Best Day
+$3.00
Sep 24
◎Open Interest
⚡Funding APR
+3.16%
annualized · funding only
⚠Execution Cost
−$13.18
entry + exit fees
⏱Payback
15.2d
to break even
◧24h Volume
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 (−$13.18 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.