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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 ~3.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.74%
3d Period Avg+26.74%
LONG Lighter · now
+10.52%
3d avg:+10.52%
SHORT BloFin · now
+37.26%
3d avg:+37.26%
Entry Spread Now
+1.770%
In your favorL ask 0.005593 · S bid 0.005692+$177.01 at entry
24h range −0.57%…+0.35% · median −0.07%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$6.65
−0.07%
$Avg Daily PnL
+$7.32
+0.0732%
★Best Day
+$7.32
Sep 29
◎Open Interest
Lighter$2.78M
BloFin$5.88M⚡Funding APR
+26.72%
annualized · funding only
⚠Execution Cost
−$28.61
entry + exit fees
⏱Payback
3.9d
to break even
◧24h Volume
Lighter$5.64MBloFin$6.94MLoading Cumulative PnL…
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 (−$28.61 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.