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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
+26.74%
3d Period Avg+21.88%
swing±8.96%
LONG Lighter · now
+10.52%
3d avg:+10.52%
SHORT BloFin · now
+37.26%
3d avg:+32.40%
Entry Spread Now
−0.050%
Eaten by executionL 300.8200 · S 300.6700−$4.99 if it converges
24h range −0.42%…+0.29% · median −0.04%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$2.02
+0.02%
$Avg Daily PnL
+$5.99
+0.0599%
★Best Day
+$7.32
Sep 29
◎Open Interest
Lighter$882.0K
BloFin$4.14M⚡Funding APR
+21.86%
annualized · funding only
⚠Execution Cost
−$15.95
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
Lighter$493.3KBloFin$4.10MLoading 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 (−$15.95 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.