← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.74%
3d Period Avg+33.85%
swing±12.71%
LONG Lighter · now
+10.52%
3d avg:+3.41%
SHORT BloFin · now
+37.26%
3d avg:+37.26%
Entry Spread Now
−0.052%
Eaten by executionL 0.09568 · S 0.09563−$5.23 if it converges
24h range −0.57%…+0.41% · median −0.06%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$0.32
+0.00%
$Avg Daily PnL
+$9.95
+0.0995%
★Best Day
+$13.20
Sep 29
◎Open Interest
Lighter$6.20M
BloFin$2.05M⚡Funding APR
+36.31%
annualized · funding only
⚠Execution Cost
−$30.16
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
Lighter$928.3KBloFin$1.62MLoading 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 (−$30.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.