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updated 9:30:21 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
+1199.24%
3d Period Avg+77.82%
LONG Lighter · now
−1.75%
3d avg:−11.18%
SHORT Toobit · nowDASH-SWAP-USDT
+1197.49%
3d avg:+66.64%
Entry Spread Now
+0.003%
NeutralL 30.4490 · S 30.4500
24h range −0.12%…+0.20% · median +0.01%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$47.17
+0.47%
$Avg Daily PnL
+$15.61
+0.1561%
★Best Day
+$28.37
Aug 16
◎Open Interest
Lighter$38.5K
Toobit$685.2K⚡Funding APR
+56.99%
annualized · funding only
⚠Execution Cost
−$15.28
entry + exit fees
⏱Payback
23.5h
to break even
◧24h Volume
Lighter$30.9KToobit$3.17MLoading 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 (−$15.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.