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updated 6:16:08 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.46%
3d Period Avg+40.16%
LONG Reya · nowGRASSRUSDPERP
−28.94%
3d avg:−29.42%
SHORT Lighter · now
+10.52%
3d avg:+10.74%
Entry Spread Now
+0.249%
In your favorL 0.3185 · S 0.3193+$24.90 if it converges
24h range −0.09%…+0.38% · median +0.22%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.030%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$26.99
+0.27%
$Avg Daily PnL
+$8.25
+0.0825%
★Best Day
+$10.99
Aug 15
◎Open Interest
Reya$379
Lighter$209.8K⚡Funding APR
+30.10%
annualized · funding only
⚠Execution Cost
−$6.00
entry + exit fees
⏱Payback
17.5h
to break even
◧24h Volume
Reya$3.6KLighter$30.1KLoading 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 (−$6.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.