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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−35.06%
3d Period Avg+15.71%
swing±23.00%
LONG grvt · nowMON_USDT_Perp
+45.58%
3d avg:+12.39%
SHORT Lighter · now
+10.52%
3d avg:+28.10%
Entry Spread Now
−0.316%
Eaten by executionL 0.02859 · S 0.02850−$31.58 if it converges
24h range −0.24%…+0.51% · median +0.04%
Long pays every4hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$87.77
−0.88%
$Avg Daily PnL
+$4.12
+0.0412%
★Best Day
+$7.82
Sep 26
◎Open Interest
⚡Funding APR
+15.03%
annualized · funding only
⚠Execution Cost
−$100.12
entry + exit fees
⏱Payback
24.3d
to break even
◧24h Volume
Loading 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 (−$100.12 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.