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updated 8:35:47 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.83%
3d Period Avg+38.58%
LONG Lighter · now
−17.53%
3d avg:−16.41%
SHORT Toobit · nowLINEA-SWAP-USDT
+22.30%
3d avg:+22.17%
Entry Spread Now
−0.047%
Eaten by executionL 0.002137 · S 0.002136−$4.68 if it converges
24h range −0.09%…+0.19% · median +0.00%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$17.88
+0.18%
$Avg Daily PnL
+$7.47
+0.0747%
★Best Day
+$13.49
Aug 16
◎Open Interest
Lighter$69.5K
Toobit$52.2K⚡Funding APR
+27.27%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
Lighter$3.1KToobit$12.26MLoading 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.