← 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 ~13d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.06%
7d Period Avg+4.52%
swing±7.91%
LONG TxFlow · now
+7.45%
7d avg:+8.09%
SHORT Lighter · now
+10.52%
7d avg:+12.61%
Entry Spread Now
+0.557%
In your favorL ask 1,220.81 · S bid 1,227.61+$55.67 at entry
24h range −0.08%…+0.43% · median +0.17%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$2.04
−0.02%
$Avg Daily PnL
+$1.24
+0.0124%
★Best Day
+$3.30
Oct 4
◎Open Interest
TxFlow$869.5K
Lighter$22.97M⚡Funding APR
+4.52%
annualized · funding only
⚠Execution Cost
−$10.71
entry + exit fees
⏱Payback
8.7d
to break even
◧24h Volume
TxFlow$1.46MLighter$12.18MLoading Cumulative PnL…
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 (−$10.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.