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updated —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
+92.26%
30d Period Avg−14.12%
swing±33.07%
LONG Lighter · now
+10.52%
30d avg:+21.74%
SHORT Aster · now
+102.77%
30d avg:+7.62%
Entry Spread Now
−0.090%
Against youL 1.4183 · S 1.4170−$8.95 if it converges
24h range −0.73%…+0.37% · median +0.02%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$121.07
−1.21%
$Avg Daily PnL
−$3.77
−0.0377%
★Best Day
+$4.47
Sep 15
◎Open Interest
⚡Funding APR
−13.76%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (−$8.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.