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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
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β19.29%
7d Period Avg+3.74%
swingΒ±15.69%
LONG Aster Β· now
+0.00%
7d avg:+2.30%
SHORT Lighter Β· now
β19.29%
7d avg:+6.04%
Entry Spread Now
β0.478%
Against youL 172.7582 Β· S 171.9330β$47.77 if it converges
24h range β0.39%β¦+0.07% Β· median β0.13%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0%
Loading Funding Historyβ¦
βTotal PnL
β$1.04
β0.01%
$Avg Daily PnL
+$0.99
+0.0099%
β
Best Day
+$2.54
Oct 11
βOpen Interest
Aster$774.5K
Lighter$708.1Kβ‘Funding APR
+3.63%
annualized Β· funding only
β Execution Cost
β$8.00
entry + exit fees
β±Payback
8.1d
to break even
β§24h Volume
Aster$51.2KLighter$674.1KLoading 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.