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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 ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.52%
7d Period Avg+41.38%
swing±26.20%
LONG BULK · now
−26.56%
7d avg:−30.42%
SHORT Variational · nowLIGHTER
+10.96%
7d avg:+10.96%
Entry Spread Now
+0.005%
In your favorL ask 3.0974 · S bid 3.0976+$0.52 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
+$52.61
+0.53%
$Avg Daily PnL
+$10.53
+0.1053%
★Best Day
+$17.39
Nov 8
◎Open Interest
BULK$512.5K
Variational$5.05M⚡Funding APR
+38.42%
annualized · funding only
⚠Execution Cost
−$21.07
entry + exit fees
⏱Payback
2.0d
to break even
◧24h Volume
BULK$323.8KVariational$4.91MLoading 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 (−$21.07 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.