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updated 4:34:01 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.02%
3d Period Avg+20.75%
LONG Lighter · nowAUDUSD-USDC
+0.00%
3d avg:+0.00%
SHORT MEXC · now
+30.02%
3d avg:+20.75%
Entry Spread Now
+0.001%
NeutralL 0.7109 · S 0.7109
24h range −0.09%…+0.06% · median −0.09%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
+$15.04
+0.15%
$Avg Daily PnL
+$4.26
+0.0426%
★Best Day
+$5.13
Aug 15
◎Open Interest
Lighter$118.1K
MEXC$4.68M⚡Funding APR
+15.55%
annualized · funding only
⚠Execution Cost
−$2.00
entry + exit fees
⏱Payback
11.3h
to break even
◧24h Volume
Lighter$122MEXC$137.5KLoading 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 (−$2.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.