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updated 2:40:27 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~66d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.44%
30d Period Avg−35.06%
LONG Lighter · now
+10.52%
30d avg:+46.02%
SHORT Aster · now
+10.96%
30d avg:+10.96%
Entry Spread Now
+3.558%
In your favorL 1.4031 · S 1.4530+$355.80 if it converges
24h range −0.27%…+5.16% · median +1.65%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$296.01
−2.96%
$Avg Daily PnL
−$9.29
−0.0929%
★Best Day
+$0.12
Aug 8
◎Open Interest
Lighter$11.2K
Aster$375⚡Funding APR
−33.91%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Lighter$507Aster$1.9KLoading 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 (−$8.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.