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updated —ETHFI Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+69.25%
3d Period Avg+16.79%
swing±19.03%
LONG Lighter · now
−57.86%
3d avg:−5.72%
SHORT Extended · now
+11.40%
3d avg:+11.07%
Entry Spread Now
−0.060%
Against youL 0.5479 · S 0.5476−$6.00 if it converges
24h range −0.62%…+0.67% · median −0.08%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
+$8.79
+0.09%
$Avg Daily PnL
+$4.60
+0.0460%
★Best Day
+$6.94
Nov 14
◎Open Interest
Lighter$496.3K
Extended$53.5K⚡Funding APR
+16.78%
annualized · funding only
⚠Execution Cost
−$5.00
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
Lighter$305.0KExtended$81.3KLoading 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.