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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 covers it in ~3.2d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+9.12%
3d Period Avgβ21.50%
swingΒ±161.29%
LONG Aster Β· nowSOXLUSD1
+12.80%
3d avg:+33.04%
SHORT Lighter Β· now
+21.92%
3d avg:+11.54%
Entry Spread Now
β0.107%
Against youL 98.0253 Β· S 97.9200β$10.74 if it converges
24h range β0.89%β¦+1.03% Β· median β0.08%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0%
Loading Funding Historyβ¦
βTotal PnL
β$22.75
β0.23%
$Avg Daily PnL
β$4.92
β0.0492%
β
Best Day
+$11.15
Oct 18
βOpen Interest
Asterβ
Lighter$1.34Mβ‘Funding APR
β17.95%
annualized Β· funding only
β Execution Cost
β$8.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
AsterβLighter$4.99MLoading Cumulative PnLβ¦
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 (β$8.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.