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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 ~2.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.16%
3d Period Avg+9.49%
swing±7.13%
LONG BloFin · now
−17.65%
3d avg:−5.48%
SHORT Lighter · now
+3.51%
3d avg:+4.01%
Entry Spread Now
+0.036%
In your favorL ask 1,789.35 · S bid 1,790+$3.63 at entry
24h range −0.32%…+0.21% · median +0.00%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$4.83
−0.05%
$Avg Daily PnL
+$2.68
+0.0268%
★Best Day
+$4.75
Sep 30
◎Open Interest
BloFin$2.67M
Lighter$3.79M⚡Funding APR
+9.78%
annualized · funding only
⚠Execution Cost
−$12.87
entry + exit fees
⏱Payback
4.8d
to break even
◧24h Volume
BloFin$6.00MLighter$12.50MLoading Cumulative PnL…
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 (−$12.87 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.