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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.66%
7d Period Avg+21.26%
swing±80.22%
LONG KuCoin · nowSAMSUNGUSDTM
+0.00%
7d avg:−37.18%
SHORT Lighter · nowSAMSUNGUSD-USDC
+16.66%
7d avg:−15.92%
Entry Spread Now
+0.051%
Eaten by executionL 200.8800 · S 200.9820+$5.08 if it converges
24h range −0.49%…+0.57% · median −0.01%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$13.31
+0.13%
$Avg Daily PnL
+$5.50
+0.0550%
★Best Day
+$18.34
Sep 29
◎Open Interest
KuCoin$613.8K
Lighter$1.76M⚡Funding APR
+20.08%
annualized · funding only
⚠Execution Cost
−$25.19
entry + exit fees
⏱Payback
4.6d
to break even
◧24h Volume
KuCoin$1.07MLighter$6.16MLoading 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 (−$25.19 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.