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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
+46.90%
7d Period Avg+9.78%
swing±15.53%
LONG Lighter · now
−35.94%
7d avg:+0.46%
SHORT MEXC · now
+10.96%
7d avg:+10.24%
Entry Spread Now
+0.080%
In your favorL 0.5511 · S 0.5515+$7.98 if it converges
24h range −0.53%…+1.08% · median +0.03%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$13.53
+0.14%
$Avg Daily PnL
+$2.50
+0.0250%
★Best Day
+$6.22
Nov 14
◎Open Interest
Lighter$499.1K
MEXC$3.85M⚡Funding APR
+9.14%
annualized · funding only
⚠Execution Cost
−$4.00
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
Lighter$316.4KMEXC$2.69MLoading 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 (−$4.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.