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updated 2:13:29 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.03%
30d Period Avg+4.07%
LONG Lighter · now
+10.52%
30d avg:+2.92%
SHORT Bitunix · now
+17.55%
30d avg:+6.99%
Entry Spread Now
−0.119%
Against youL 1.2612 · S 1.2597−$11.89 if it converges
24h range −0.56%…+0.80% · median +0.05%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$19.42
+0.19%
$Avg Daily PnL
+$1.01
+0.0101%
★Best Day
+$6.02
Aug 16
◎Open Interest
Lighter$234.8K
Bitunix—⚡Funding APR
+3.70%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
11.8d
to break even
◧24h Volume
Lighter$156.2KBitunix$302.8KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.