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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~6.0d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+7.38%
3d Period Avg+0.74%
swingΒ±9.34%
LONG Lighter Β· now
β5.26%
3d avg:+4.87%
SHORT Aster Β· now
+2.12%
3d avg:+5.61%
Entry Spread Now
β0.027%
Against youL ask 1.2910 Β· S bid 1.2906β$2.72 at entry
24h range β0.12%β¦+0.46% Β· median +0.01%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding Historyβ¦
βTotal PnL
β$12.21
β0.12%
$Avg Daily PnL
β$0.02
β0.0002%
β
Best Day
+$0.47
Oct 16
βOpen Interest
Lighter$2.63M
Aster$32.79Mβ‘Funding APR
β0.09%
annualized Β· funding only
β Execution Cost
β$12.14
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Lighter$4.01MAster$13.88MLoading Cumulative PnLβ¦
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (β$12.14 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.