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updated 3:57:01 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+96.26%
3d Period Avg+71.52%
LONG Lighter · now
−73.63%
3d avg:−49.82%
SHORT Toobit · nowROBO-SWAP-USDT
+22.62%
3d avg:+21.70%
Entry Spread Now
−0.063%
Against youL 0.01430 · S 0.01429−$6.29 if it converges
24h range −1.76%…+4.38% · median −0.01%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$44.58
+0.45%
$Avg Daily PnL
+$14.15
+0.1415%
★Best Day
+$27.71
Aug 15
◎Open Interest
Lighter$13.6K
Toobit$6.0K⚡Funding APR
+51.63%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
20.4h
to break even
◧24h Volume
Lighter$137.6KToobit$3.07MLoading 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.