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updated 6:46:02 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1342.58%
1d Period Avg+43.29%
LONG Lighter · now
−43.83%
1d avg:−3.94%
SHORT Toobit · nowDASH-SWAP-USDT
+1298.75%
1d avg:+39.35%
Entry Spread Now
+0.049%
Eaten by executionL 30.3850 · S 30.4000+$4.94 if it converges
24h range −0.13%…+0.20% · median +0.01%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$4.06
−0.04%
$Avg Daily PnL
+$5.62
+0.0562%
★Best Day
+$8.96
Aug 17
◎Open Interest
Lighter$38.4K
Toobit$759.3K⚡Funding APR
+20.50%
annualized · funding only
⚠Execution Cost
−$15.29
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
Lighter$35.6KToobit$3.11MLoading 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 (−$15.29 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.