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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β142.48%
3d Period Avgβ56.18%
swingΒ±212.55%
LONG Lighter Β· nowSKHYNIXUSD-USDC
β102.56%
3d avg:+76.73%
SHORT Aster Β· nowSKHYNIXUSD1
β245.04%
3d avg:+20.55%
Entry Spread Now
+0.066%
In your favorL ask 887.4110 Β· S bid 888.0000+$6.64 at entry
24h range β0.34%β¦+4.53% Β· median +0.05%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding Historyβ¦
βTotal PnL
β$75.87
β0.76%
$Avg Daily PnL
β$19.30
β0.1930%
β
Best Day
+$1.09
Oct 17
βOpen Interest
Lighter$3.23M
Aster$11.67Mβ‘Funding APR
β70.45%
annualized Β· funding only
β Execution Cost
β$17.96
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Lighter$2.03MAster$17.46MLoading Cumulative PnLβ¦
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (β$17.96 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.