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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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+53.91%
3d Period Avg+32.76%
swing±30.63%
LONG OKX · nowGRASS-USDT-SWAP
+10.96%
3d avg:+10.96%
SHORT Lighter · now
+64.87%
3d avg:+43.72%
Entry Spread Now
+0.211%
In your favorL 0.7206 · S 0.7221+$21.09 if it converges
24h range −1.43%…+3.19% · median +0.24%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$16.97
+0.17%
$Avg Daily PnL
+$8.99
+0.0899%
★Best Day
+$10.58
Sep 30
◎Open Interest
⚡Funding APR
+32.81%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
1.1d
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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.