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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 ~2.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.74%
3d Period Avg+25.07%
swing±5.04%
LONG Lighter · now
+10.52%
3d avg:+10.52%
SHORT BloFin · now
+37.26%
3d avg:+35.59%
Entry Spread Now
+0.067%
Eaten by executionL 0.7460 · S 0.7465+$6.70 if it converges
24h range −0.26%…+0.09% · median −0.04%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$1.19
+0.01%
$Avg Daily PnL
+$6.86
+0.0686%
★Best Day
+$7.11
Oct 1
◎Open Interest
Lighter$882.2K
BloFin$3.82M⚡Funding APR
+25.05%
annualized · funding only
⚠Execution Cost
−$19.40
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
Lighter$295.6KBloFin$1.45MLoading 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 (−$19.40 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.