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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 ~3.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.12%
30d Period Avg+13.41%
swing±9.83%
LONG WEEX · now
−11.61%
30d avg:−10.55%
SHORT Lighter · now
+3.51%
30d avg:+2.86%
Entry Spread Now
+0.100%
In your favorL 281.0200 · S 281.3000+$9.96 if it converges
24h range +0.01%…+0.06% · median +0.03%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$94.16
+0.94%
$Avg Daily PnL
+$3.67
+0.0367%
★Best Day
+$4.13
Sep 6
◎Open Interest
WEEX$5.16M
Lighter$59.5K⚡Funding APR
+13.40%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
WEEX$119.1KLighter—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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.