← Back to Screener
updated 2:41:58 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%
30d Period Avg+24.19%
LONG Lighter · nowAUDUSD-USDC
+0.00%
30d avg:+0.10%
SHORT MEXC · now
+30.02%
30d avg:+24.29%
Entry Spread Now
+0.063%
In your favorL 0.7097 · S 0.7102+$6.34 if it converges
24h range −0.09%…+0.02% · median −0.09%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
+$197.16
+1.97%
$Avg Daily PnL
+$6.42
+0.0642%
★Best Day
+$11.44
Jul 19
◎Open Interest
Lighter$117.9K
MEXC$4.51M⚡Funding APR
+23.45%
annualized · funding only
⚠Execution Cost
−$2.00
entry + exit fees
⏱Payback
7.4h
to break even
◧24h Volume
Lighter$122MEXC$101.3KLoading 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.