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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
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β57.34%
3d Period Avgβ22.66%
swingΒ±45.14%
LONG Crypto.com Β· nowSPCXUSD-PERP
+60.84%
3d avg:+28.38%
SHORT Lighter Robinhood Β· nowSPCX-USDG
+3.51%
3d avg:+5.72%
Entry Spread Now
β0.087%
Against youL 148.8800 Β· S 148.7500β$8.73 if it converges
24h range β0.81%β¦+0.48% Β· median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding Historyβ¦
βTotal PnL
β$28.61
β0.29%
$Avg Daily PnL
β$6.20
β0.0620%
β
Best Day
β$0.23
Oct 16
βOpen Interest
Crypto.com$419.8K
Lighter Robinhood$4.84Mβ‘Funding APR
β22.65%
annualized Β· funding only
β Execution Cost
β$10.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Crypto.com$1.18MLighter Robinhood$11.03MLoading 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$10.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.