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updated 8:36:34 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−4.81%
3d Period Avg+10.14%
LONG BloFin · now
+15.33%
3d avg:+9.20%
SHORT Lighter · now
+10.52%
3d avg:+19.34%
Entry Spread Now
+0.256%
In your favorL 0.7735 · S 0.7755+$25.60 if it converges
24h range −0.10%…+0.50% · median +0.28%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$33.28
−0.33%
$Avg Daily PnL
+$2.13
+0.0213%
★Best Day
+$4.25
Aug 16
◎Open Interest
BloFin$840.7K
Lighter$3.56M⚡Funding APR
+7.79%
annualized · funding only
⚠Execution Cost
−$41.82
entry + exit fees
⏱Payback
19.6d
to break even
◧24h Volume
BloFin$32.0KLighter$129.1KLoading 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 (−$41.82 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.