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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~12d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.81%
3d Period Avg+15.29%
swing±5.77%
LONG QFEX · now
−0.60%
3d avg:−1.62%
SHORT Entropy · nowio:ANTH
+14.21%
3d avg:+13.67%
Entry Spread Now
+2.687%
In your favorL ask 2,033.95 · S bid 2,088.6+$268.69 at entry
24h range +2.10%…+2.86% · median +2.38%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$37.14
−0.37%
$Avg Daily PnL
+$4.19
+0.0419%
★Best Day
+$4.18
Sep 30
◎Open Interest
QFEX$672.4K
Entropy$18.90M⚡Funding APR
+15.28%
annualized · funding only
⚠Execution Cost
−$49.70
entry + exit fees
⏱Payback
11.9d
to break even
◧24h Volume
QFEX$475.2KEntropy$5.66MLoading 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 (−$49.70 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.