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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 ~2.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.87%
7d Period Avg+15.67%
swing±23.28%
LONG Variational · nowLIGHTER
+10.96%
7d avg:+10.96%
SHORT BloFin · now
+43.83%
7d avg:+26.63%
Entry Spread Now
+0.060%
Eaten by executionL 3.0917 · S 3.0936+$6.05 if it converges
24h range −0.87%…+0.56% · median +0.05%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$7.24
+0.07%
$Avg Daily PnL
+$4.29
+0.0429%
★Best Day
+$6.85
Nov 8
◎Open Interest
Variational$5.05M
BloFin$3.21M⚡Funding APR
+15.66%
annualized · funding only
⚠Execution Cost
−$22.79
entry + exit fees
⏱Payback
5.3d
to break even
◧24h Volume
Variational$4.94MBloFin$2.12MLoading 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 (−$22.79 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.