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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 ~8.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.42%
3d Period Avg+63.89%
swing±43.23%
LONG Bluefin · nowSUI-PERP
−3.90%
3d avg:−53.37%
SHORT Lighter · now
+10.52%
3d avg:+10.52%
Entry Spread Now
+0.135%
Eaten by executionL 1.1588 · S 1.1604+$13.55 if it converges
24h range −0.95%…+0.40% · median +0.22%
Long pays every1hShort pays every1h
LONGmaker0.005%/taker0.035%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$16.73
+0.17%
$Avg Daily PnL
+$17.27
+0.1727%
★Best Day
+$26.91
Sep 30
◎Open Interest
Bluefin$678.9K
Lighter$977.5K⚡Funding APR
+63.03%
annualized · funding only
⚠Execution Cost
−$35.08
entry + exit fees
⏱Payback
2.0d
to break even
◧24h Volume
Bluefin$546.6KLighter$1.02MLoading 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 (−$35.08 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.