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updated 6:16:37 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.85%
3d Period Avg+46.80%
LONG Lighter · now
−0.88%
3d avg:−13.54%
SHORT Reya · nowCRVRUSDPERP
+38.97%
3d avg:+33.26%
Entry Spread Now
+0.008%
NeutralL 0.2470 · S 0.2470
24h range −0.36%…+0.28% · median −0.09%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$32.44
+0.32%
$Avg Daily PnL
+$9.61
+0.0961%
★Best Day
+$17.59
Aug 16
◎Open Interest
Lighter$299.5K
Reya$1.2K⚡Funding APR
+35.08%
annualized · funding only
⚠Execution Cost
−$6.00
entry + exit fees
⏱Payback
14.9h
to break even
◧24h Volume
Lighter$294.9KReya$746Loading Cumulative PnL…
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 (−$6.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.