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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β17.10%
3d Period Avg+7.43%
swingΒ±16.74%
LONG Aster Β· nowMETAUSD1
β1.31%
3d avg:+1.71%
SHORT Lighter Β· now
β18.41%
3d avg:+9.14%
Entry Spread Now
β0.024%
Against youL ask 703.5900 Β· S bid 703.4200β$2.42 at entry
24h range β0.29%β¦+0.06% Β· median β0.07%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0%
Loading Funding Historyβ¦
βTotal PnL
β$7.80
β0.08%
$Avg Daily PnL
+$2.07
+0.0207%
β
Best Day
+$4.98
Oct 16
βOpen Interest
Aster$2.30M
Lighter$4.95Mβ‘Funding APR
+7.56%
annualized Β· funding only
β Execution Cost
β$14.02
entry + exit fees
β±Payback
6.8d
to break even
β§24h Volume
Aster$1.01MLighter$7.53MLoading Cumulative PnLβ¦
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 (β$14.02 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.