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updated 2:41:43 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.87%
30d Period Avg+51.63%
LONG Lighter · now
+10.52%
30d avg:+5.08%
SHORT Toobit · nowRESOLV-SWAP-USDT
+68.39%
30d avg:+56.71%
Entry Spread Now
−0.496%
Against youL 0.01715 · S 0.01706−$49.58 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
+$404.78
+4.05%
$Avg Daily PnL
+$13.44
+0.1344%
★Best Day
+$27.19
Aug 13
◎Open Interest
Lighter$22.8K
Toobit$44.0K⚡Funding APR
+49.07%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
21.4h
to break even
◧24h Volume
Lighter$83Toobit$180.4KLoading 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.