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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 ~1.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.77%
7d Period Avg+25.38%
swing±13.84%
LONG Lighter · now
−28.93%
7d avg:+1.07%
SHORT BloFin · now
+17.84%
7d avg:+26.45%
Entry Spread Now
+0.092%
Eaten by executionL 2.0641 · S 2.0660+$9.20 if it converges
24h range −0.78%…+0.92% · median +0.01%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$25.27
+0.25%
$Avg Daily PnL
+$6.64
+0.0664%
★Best Day
+$7.32
Sep 25
◎Open Interest
Lighter$507.4K
BloFin$4.33M⚡Funding APR
+24.25%
annualized · funding only
⚠Execution Cost
−$21.23
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
Lighter$405.2KBloFin$262.9KLoading 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 (−$21.23 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.