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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.42%
3d Period Avg+14.87%
swing±15.64%
LONG Lighter · now
−20.16%
3d avg:+6.38%
SHORT BloFin · now
+37.26%
3d avg:+21.25%
Entry Spread Now
+0.105%
In your favorL 0.7885 · S 0.7893+$10.53 if it converges
24h range −0.65%…+1.31% · median +0.01%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$0.57
−0.01%
$Avg Daily PnL
+$3.81
+0.0381%
★Best Day
+$5.76
Oct 1
◎Open Interest
Lighter$496.1K
BloFin$888.4K⚡Funding APR
+13.91%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
Lighter$88.8KBloFin$612.4KLoading 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.