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updated 5:07:09 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.05%
30d Period Avg+8.66%
LONG Lighter · now
−13.15%
30d avg:+7.28%
SHORT Reya · nowCRVRUSDPERP
+38.90%
30d avg:+15.94%
Entry Spread Now
−0.098%
Against youL 0.2498 · S 0.2495−$9.77 if it converges
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
+$64.88
+0.65%
$Avg Daily PnL
+$2.29
+0.0229%
★Best Day
+$17.59
Aug 16
◎Open Interest
Lighter$327.0K
Reya$1.2K⚡Funding APR
+8.35%
annualized · funding only
⚠Execution Cost
−$6.00
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
Lighter$216.8KReya$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.