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updated 3:57:16 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~43d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.03%
3d Period Avg−1.05%
LONG Lighter · now
+10.52%
3d avg:+11.25%
SHORT BloFin · now
+11.55%
3d avg:+10.20%
Entry Spread Now
−0.081%
Against youL 1.3371 · S 1.3360−$8.08 if it converges
24h range −0.30%…+0.11% · median −0.15%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$12.70
−0.13%
$Avg Daily PnL
−$0.17
−0.0017%
★Best Day
−$0.03
Aug 16
◎Open Interest
Lighter$1.38M
BloFin$1.06M⚡Funding APR
−0.64%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Lighter$275.2KBloFin$16.7KLoading 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.