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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 ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.45%
30d Period Avg+35.59%
swing±54.19%
LONG BloFin · now
+7.12%
30d avg:+10.47%
SHORT Lighter · now
+38.57%
30d avg:+46.06%
Entry Spread Now
+0.308%
In your favorL 0.2663 · S 0.2671+$30.79 if it converges
24h range +0.20%…+1.10% · median +0.36%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$279.90
+2.80%
$Avg Daily PnL
+$9.73
+0.0973%
★Best Day
+$39.61
Sep 19
◎Open Interest
BloFin$100.0K
Lighter$62.8K⚡Funding APR
+35.51%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
BloFin$3.5KLighter$3.4KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.