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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~0.2d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+160.29%
3d Period Avg+8.35%
swingΒ±27.02%
LONG Aster Β· now
β183.09%
3d avg:+6.18%
SHORT Lighter Β· now
β22.79%
3d avg:+14.53%
Entry Spread Now
β0.433%
Against youL 45.2952 Β· S 45.0990β$43.32 if it converges
24h range β4.08%β¦+0.25% Β· median β0.12%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0%
Loading Funding Historyβ¦
βTotal PnL
β$1.24
β0.01%
$Avg Daily PnL
+$2.25
+0.0225%
β
Best Day
+$6.49
Oct 16
βOpen Interest
Aster$843.4K
Lighter$948.3Kβ‘Funding APR
+8.23%
annualized Β· funding only
β Execution Cost
β$8.00
entry + exit fees
β±Payback
3.5d
to break even
β§24h Volume
Aster$418.7KLighter$2.14MLoading Cumulative PnLβ¦
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 (β$8.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.