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updated —BRENT Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~26d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.02%
3d Period Avg+10.31%
swing±20.30%
LONG Lighter · nowBRENTOIL-USDC
+3.51%
3d avg:−58.98%
SHORT Ondo · nowBRENT-USD.P
+5.52%
3d avg:−48.67%
Entry Spread Now
+0.043%
In your favorL ask 93.3500 · S bid 93.3900+$4.28 at entry
24h range −0.26%…+0.10% · median −0.09%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.015%/taker0.035%
Loading Funding History…
↗Total PnL
−$6.03
−0.06%
$Avg Daily PnL
+$2.82
+0.0282%
★Best Day
+$4.29
Nov 12
◎Open Interest
Lighter$3.23M
Ondo$2.39M⚡Funding APR
+10.30%
annualized · funding only
⚠Execution Cost
−$14.49
entry + exit fees
⏱Payback
5.1d
to break even
◧24h Volume
Lighter$5.01MOndo$679.7KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$14.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.