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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+71.99%
30d Period Avg+14.40%
swing±49.84%
LONG OKX · nowNMR-USDT-SWAP
−61.47%
30d avg:−13.47%
SHORT Lighter · now
+10.52%
30d avg:+0.93%
Entry Spread Now
+0.135%
In your favorL 11.2070 · S 11.2221+$13.47 if it converges
24h range −0.69%…+1.40% · median −0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$106.62
+1.07%
$Avg Daily PnL
+$3.89
+0.0389%
★Best Day
+$29.01
Sep 29
◎Open Interest
OKX$1.05M
Lighter$65.8K⚡Funding APR
+14.19%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
OKX$5.10MLighter$21.2KLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.