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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 ~2.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.74%
7d Period Avg+20.70%
swing±10.16%
LONG Lighter · now
+10.52%
7d avg:+14.42%
SHORT BloFin · now
+37.26%
7d avg:+35.12%
Entry Spread Now
−0.037%
Eaten by executionL 309.4860 · S 309.3700−$3.75 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
+$23.99
+0.24%
$Avg Daily PnL
+$5.91
+0.0591%
★Best Day
+$7.32
Sep 28
◎Open Interest
Lighter$906.4K
BloFin$4.12M⚡Funding APR
+21.56%
annualized · funding only
⚠Execution Cost
−$17.35
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
Lighter$516.4KBloFin$4.40MLoading 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 (−$17.35 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.