← Back to Screener
updated 4:33:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−2.70%
3d Period Avg+25.11%
LONG Lighter · now
+10.52%
3d avg:−13.88%
SHORT BloFin · now
+7.82%
3d avg:+11.23%
Entry Spread Now
+0.093%
In your favorL 0.008615 · S 0.008623+$9.29 if it converges
24h range −0.31%…+0.51% · median +0.07%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$7.96
+0.08%
$Avg Daily PnL
+$4.99
+0.0499%
★Best Day
+$16.77
Aug 16
◎Open Interest
Lighter$53.0K
BloFin$111.4K⚡Funding APR
+18.21%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
Lighter$441.0KBloFin$3.7KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.