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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 ~21d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.88%
3d Period Avg+7.77%
swing±12.18%
LONG Lighter · now
+10.52%
3d avg:+6.71%
SHORT Extended · now
+11.40%
3d avg:+14.48%
Entry Spread Now
+0.048%
In your favorL 538.7970 · S 539.0530+$4.75 if it converges
24h range −0.47%…+0.57% · median −0.00%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
+$1.38
+0.01%
$Avg Daily PnL
+$2.13
+0.0213%
★Best Day
+$2.98
Sep 30
◎Open Interest
Lighter$2.21M
Extended$1.29M⚡Funding APR
+7.76%
annualized · funding only
⚠Execution Cost
−$5.00
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
Lighter$416.0KExtended$1.91MLoading 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 (−$5.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.