← Back to Screener
updated —ETHFI Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.34%
30d Period Avg+2.15%
swing±10.07%
LONG Lighter · now
−35.94%
30d avg:+6.92%
SHORT Extended · now
+11.40%
30d avg:+9.07%
Entry Spread Now
−0.046%
Against youL 0.5511 · S 0.5508−$4.56 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
+$12.60
+0.13%
$Avg Daily PnL
+$0.59
+0.0059%
★Best Day
+$6.15
Nov 14
◎Open Interest
Lighter$499.1K
Extended$53.8K⚡Funding APR
+2.14%
annualized · funding only
⚠Execution Cost
−$5.00
entry + exit fees
⏱Payback
8.5d
to break even
◧24h Volume
Lighter$316.4KExtended$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.