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updated 6:17:44 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
+36.82%
3d Period Avg+22.97%
LONG Lighter · now
−28.05%
3d avg:−19.69%
SHORT Extended · now
+8.77%
3d avg:+3.28%
Entry Spread Now
−0.069%
Against youL 30.3120 · S 30.2911−$6.89 if it converges
24h range −0.48%…+0.18% · median −0.08%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
+$13.86
+0.14%
$Avg Daily PnL
+$4.72
+0.0472%
★Best Day
+$8.04
Aug 16
◎Open Interest
Lighter$38.9K
Extended$7.3K⚡Funding APR
+17.21%
annualized · funding only
⚠Execution Cost
−$5.00
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
Lighter$11.2KExtended$45.2KLoading 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 (−$5.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.