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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 ~0.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1383.93%
3d Period Avg+29.66%
swing±269.53%
LONG Crypto.com · nowBOTUSD-PERP
−1070.98%
3d avg:−52.59%
SHORT Lighter · now
+312.95%
3d avg:−22.93%
Entry Spread Now
−1.456%
Against youL 26.3700 · S 25.9860−$145.62 if it converges
24h range −1.01%…+1.08% · median +0.05%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$19.60
+0.20%
$Avg Daily PnL
+$9.87
+0.0987%
★Best Day
+$36.61
Oct 15
◎Open Interest
⚡Funding APR
+36.01%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
1.0d
to break even
◧24h Volume
Loading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.