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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 ~3.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.37%
7d Period Avg+24.30%
swing±17.05%
LONG Lighter · now
+7.89%
7d avg:+7.33%
SHORT BloFin · now
+37.26%
7d avg:+31.63%
Entry Spread Now
−0.036%
Eaten by executionL 0.05525 · S 0.05523−$3.62 if it converges
24h range −0.29%…+0.29% · median +0.07%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$22.12
+0.22%
$Avg Daily PnL
+$6.60
+0.0660%
★Best Day
+$8.48
Sep 27
◎Open Interest
Lighter$913.9K
BloFin$4.81M⚡Funding APR
+24.07%
annualized · funding only
⚠Execution Cost
−$24.05
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
Lighter$99.9KBloFin$34.3KLoading 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 (−$24.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.