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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 ~4.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.59%
3d Period Avg+8.78%
swing±6.80%
LONG Lighter · now
+10.52%
3d avg:+10.52%
SHORT BloFin · now
+24.11%
3d avg:+19.30%
Entry Spread Now
+0.031%
Eaten by executionL 309.0350 · S 309.1300+$3.07 if it converges
24h range −0.33%…+0.02% · median −0.11%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$9.59
−0.10%
$Avg Daily PnL
+$2.40
+0.0240%
★Best Day
+$3.34
Sep 30
◎Open Interest
Lighter$548.7K
BloFin$4.84M⚡Funding APR
+8.77%
annualized · funding only
⚠Execution Cost
−$16.80
entry + exit fees
⏱Payback
7.0d
to break even
◧24h Volume
Lighter$142.1KBloFin$3.20MLoading 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 (−$16.80 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.