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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 ~1.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+106.46%
30d Period Avg+96.78%
swing±53.30%
LONG Lighter · now
+10.52%
30d avg:+34.16%
SHORT Aftermath · now
+116.98%
30d avg:+130.94%
Entry Spread Now
+0.015%
NeutralL 541.4820 · S 541.5619
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
+$764.01
+7.64%
$Avg Daily PnL
+$26.50
+0.2650%
★Best Day
+$50.30
Sep 18
◎Open Interest
Lighter$2.22M
Aftermath$4.0K⚡Funding APR
+96.71%
annualized · funding only
⚠Execution Cost
−$30.84
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
Lighter$435.0KAftermath$69.6KLoading 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 (−$30.84 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.