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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−3442.41%
3d Period Avg−12.72%
swing±76.55%
LONG Bitget · now
+0.00%
3d avg:+0.00%
SHORT Lighter · now
−3442.41%
3d avg:−12.72%
Entry Spread Now
+18.046%
In your favorL 2.6560 · S 3.1353+$1804.59 if it converges
24h range −9.19%…+13.55% · median +0.27%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$20.23
−0.20%
$Avg Daily PnL
−$2.74
−0.0274%
★Best Day
+$0.84
Sep 28
◎Open Interest
⚡Funding APR
−10.01%
annualized · funding only
⚠Execution Cost
−$12.00
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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.