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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 ~1.9d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+15.35%
7d Period Avg+0.40%
swingΒ±108.63%
LONG Aster Β· nowSOXLUSD1
+6.57%
7d avg:+26.61%
SHORT Lighter Β· now
+21.92%
7d avg:+27.01%
Entry Spread Now
β0.599%
Against youL 96.9107 Β· S 96.3300β$59.92 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$3.98
β0.04%
$Avg Daily PnL
+$0.57
+0.0057%
β
Best Day
+$13.45
Oct 16
βOpen Interest
Asterβ
Lighter$1.34Mβ‘Funding APR
+2.10%
annualized Β· funding only
β Execution Cost
β$8.00
entry + exit fees
β±Payback
13.9d
to break even
β§24h Volume
AsterβLighter$5.11MLoading 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.