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updated 7:13:36 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+108.70%
1d Period Avg+6.87%
swing±9.62%
LONG Lighter · now
+10.52%
1d avg:+10.52%
SHORT Bitget · now
+119.22%
1d avg:+17.39%
Entry Spread Now
−0.932%
Against youL 0.1030 · S 0.1021−$93.19 if it converges
24h range −2.89%…+3.77% · median +0.33%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$38.57
−0.39%
$Avg Daily PnL
+$0.94
+0.0094%
★Best Day
+$1.44
Sep 2
◎Open Interest
Lighter$91.0K
Bitget$24.16M⚡Funding APR
+3.43%
annualized · funding only
⚠Execution Cost
−$40.45
entry + exit fees
⏱Payback
1.4mo
to break even
◧24h Volume
Lighter$7.8KBitget$5.24MLoading 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 (−$40.45 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.