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updated 5:03:24 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+95.84%
30d Period Avg+49.83%
LONG Lighter · now
−39.45%
30d avg:−17.46%
SHORT BloFin · now
+56.39%
30d avg:+32.37%
Entry Spread Now
+0.056%
Eaten by executionL 0.3023 · S 0.3025+$5.62 if it converges
24h range −0.34%…+0.35% · median +0.03%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$387.80
+3.88%
$Avg Daily PnL
+$12.90
+0.1290%
★Best Day
+$25.18
Aug 14
◎Open Interest
Lighter$182.4K
BloFin$560.8K⚡Funding APR
+47.07%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
22.3h
to break even
◧24h Volume
Lighter$63.1KBloFin$227.7KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.