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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β9.87%
3d Period Avgβ11.73%
swingΒ±24.52%
LONG Binance Futures Β· now
+20.39%
3d avg:+28.86%
SHORT Lighter Β· now
+10.52%
3d avg:+17.13%
Entry Spread Now
β0.141%
Against youL 0.1859 Β· S 0.1856β$14.08 if it converges
24h range β1.24%β¦+0.96% Β· median β0.01%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding Historyβ¦
βTotal PnL
β$18.64
β0.19%
$Avg Daily PnL
β$2.88
β0.0288%
β
Best Day
+$0.14
Oct 8
βOpen Interest
Binance Futures$16.02M
Lighter$736.7Kβ‘Funding APR
β10.51%
annualized Β· funding only
β Execution Cost
β$10.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$27.23MLighter$139.7KLoading Cumulative PnLβ¦
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 (β$10.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.