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updated —LIT Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.69%
3d Period Avg+33.55%
swing±21.96%
LONG BULK · now
−25.74%
3d avg:−22.59%
SHORT Variational · nowLIGHTER
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.118%
Against youL ask 3.0940 · S bid 3.0903−$11.80 at entry
24h range −1.42%…+2.29% · median −0.00%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.035%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$2.09
+0.02%
$Avg Daily PnL
+$8.24
+0.0824%
★Best Day
+$11.17
Nov 12
◎Open Interest
BULK$510.7K
Variational$5.04M⚡Funding APR
+30.06%
annualized · funding only
⚠Execution Cost
−$22.62
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
BULK$334.3KVariational$4.84MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$22.62 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.