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updated —AMZN Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~26d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.51%
7d Period Avg+2.52%
swing±11.19%
LONG QFEX · now
+0.00%
7d avg:+0.89%
SHORT Lighter · now
+3.51%
7d avg:+3.41%
Entry Spread Now
+1.106%
In your favorL ask 264.6800 · S bid 267.6070+$110.59 at entry
24h range −0.37%…+0.23% · median −0.07%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$20.38
−0.20%
$Avg Daily PnL
+$0.69
+0.0069%
★Best Day
+$1.94
Nov 11
◎Open Interest
QFEX$676.9K
Lighter$3.08M⚡Funding APR
+2.52%
annualized · funding only
⚠Execution Cost
−$25.22
entry + exit fees
⏱Payback
1.2mo
to break even
◧24h Volume
QFEX$2.92MLighter$38.34MLoading 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 (−$25.22 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.