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updated 2:11:55 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+102.89%
30d Period Avg+31.56%
LONG Lighter · now
−79.77%
30d avg:−15.68%
SHORT Toobit · nowROBO-SWAP-USDT
+23.12%
30d avg:+15.88%
Entry Spread Now
+0.071%
In your favorL 0.01416 · S 0.01417+$7.06 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
+$258.20
+2.58%
$Avg Daily PnL
+$8.72
+0.0872%
★Best Day
+$33.58
Aug 10
◎Open Interest
Lighter$15.9K
Toobit$5.5K⚡Funding APR
+31.81%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
Lighter$144.7KToobit$3.20MLoading 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.