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updated 2:41:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.80%
30d Period Avg+13.62%
LONG Lighter · now
−14.90%
30d avg:−2.93%
SHORT BloFin · now
+8.90%
30d avg:+10.69%
Entry Spread Now
−0.233%
Against youL 0.008575 · S 0.008555−$23.32 if it converges
24h range −0.31%…+0.51% · median +0.08%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$94.88
+0.95%
$Avg Daily PnL
+$3.45
+0.0345%
★Best Day
+$16.77
Aug 16
◎Open Interest
Lighter$52.8K
BloFin$112.3K⚡Funding APR
+12.58%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
3.5d
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.