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updated 4:32:23 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+58.61%
3d Period Avg+68.95%
LONG Lighter · now
+10.52%
3d avg:+0.15%
SHORT Toobit · nowRESOLV-SWAP-USDT
+69.13%
3d avg:+69.10%
Entry Spread Now
+0.035%
Eaten by executionL 0.01727 · S 0.01728+$3.47 if it converges
24h range −0.29%…+0.16% · median +0.05%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$47.93
+0.48%
$Avg Daily PnL
+$14.98
+0.1498%
★Best Day
+$23.25
Aug 15
◎Open Interest
Lighter$23.0K
Toobit$44.5K⚡Funding APR
+54.68%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
19.2h
to break even
◧24h Volume
Lighter$74Toobit$154.9KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.