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updated 4:38:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.75%
3d Period Avg+27.25%
LONG Lighter · now
−22.79%
3d avg:−18.99%
SHORT Binance Futures · now
+10.96%
3d avg:+8.26%
Entry Spread Now
−0.053%
Against youL 0.007533 · S 0.007529−$5.31 if it converges
24h range −0.41%…+0.24% · median −0.04%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$10.59
+0.11%
$Avg Daily PnL
+$5.15
+0.0515%
★Best Day
+$7.89
Aug 14
◎Open Interest
Lighter$50.0K
Binance Futures$3.20M⚡Funding APR
+18.79%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
Lighter$13.3KBinance Futures$3.29MLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.