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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β3.01%
3d Period Avgβ1.43%
swingΒ±6.37%
LONG Binance Futures Β· now
β4.00%
3d avg:+2.07%
SHORT Lighter Β· now
β7.01%
3d avg:+0.64%
Entry Spread Now
β0.260%
Against youL ask 82,947.2 Β· S bid 82,731.4β$26.02 at entry
24h range β0.03%β¦+0.04% Β· median +0.00%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding Historyβ¦
βTotal PnL
β$10.77
β0.11%
$Avg Daily PnL
β$0.23
β0.0023%
β
Best Day
+$0.14
Oct 11
βOpen Interest
Binance Futures$7.68B
Lighter$163.69Mβ‘Funding APR
β0.84%
annualized Β· funding only
β Execution Cost
β$10.08
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$2.94BLighter$453.63MLoading Cumulative PnLβ¦
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 (β$10.08 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.