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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 covers it in ~8.3d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+3.51%
3d Period Avgβ0.64%
swingΒ±22.38%
LONG Aster Β· now
+0.00%
3d avg:+5.32%
SHORT Lighter Β· now
+3.51%
3d avg:+4.68%
Entry Spread Now
β0.079%
Against youL 171.9485 Β· S 171.8130β$7.88 if it converges
24h range β0.65%β¦+0.07% Β· median β0.13%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0%
Loading Funding Historyβ¦
βTotal PnL
β$8.65
β0.09%
$Avg Daily PnL
β$0.22
β0.0022%
β
Best Day
+$2.38
Oct 16
βOpen Interest
Aster$770.9K
Lighter$705.9Kβ‘Funding APR
β0.79%
annualized Β· funding only
β Execution Cost
β$8.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Aster$51.6KLighter$732.7KLoading Cumulative PnLβ¦
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 (β$8.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.