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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
β10.87%
7d Period Avgβ5.50%
swingΒ±56.00%
LONG Aster Β· now
+35.41%
7d avg:+14.69%
SHORT Lighter Β· now
+24.54%
7d avg:+9.19%
Entry Spread Now
β0.268%
Against youL 81.7594 Β· S 81.5400β$26.83 if it converges
24h range β0.76%β¦+0.31% Β· median β0.09%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0%
Loading Funding Historyβ¦
βTotal PnL
β$21.44
β0.21%
$Avg Daily PnL
β$1.92
β0.0192%
β
Best Day
+$8.27
Oct 18
βOpen Interest
Aster$1.55M
Lighter$1.29Mβ‘Funding APR
β7.01%
annualized Β· funding only
β Execution Cost
β$8.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Aster$5.49MLighter$2.06MLoading 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.