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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 ~10d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.75%
7d Period Avg+9.86%
swing±20.54%
LONG Lighter · now
+10.52%
7d avg:+11.73%
SHORT Extended · now
+12.27%
7d avg:+21.59%
Entry Spread Now
+0.148%
In your favorL 541.4820 · S 542.2834+$14.80 if it converges
24h range −0.47%…+0.68% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
+$13.89
+0.14%
$Avg Daily PnL
+$2.70
+0.0270%
★Best Day
+$5.49
Sep 26
◎Open Interest
Lighter$2.22M
Extended$1.29M⚡Funding APR
+9.85%
annualized · funding only
⚠Execution Cost
−$5.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
Lighter$435.0KExtended$2.01MLoading 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.