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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 ~1.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+90.00%
3d Period Avg+64.98%
swing±52.77%
LONG Lighter · now
+10.52%
3d avg:+6.71%
SHORT Aftermath · now
+100.52%
3d avg:+71.69%
Entry Spread Now
+0.046%
Eaten by executionL 538.7970 · S 539.0463+$4.63 if it converges
24h range −0.40%…+0.61% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$24.01
+0.24%
$Avg Daily PnL
+$17.79
+0.1779%
★Best Day
+$27.51
Sep 30
◎Open Interest
Lighter$2.21M
Aftermath$4.0K⚡Funding APR
+64.94%
annualized · funding only
⚠Execution Cost
−$29.37
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
Lighter$416.0KAftermath$69.8KLoading 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 (−$29.37 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.