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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 ~7.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.15%
7d Period Avg−1.04%
swing±6.97%
LONG Lighter Robinhood · nowBABA-USDG
−13.15%
7d avg:+5.93%
SHORT QFEX · now
+0.00%
7d avg:+4.89%
Entry Spread Now
+0.256%
In your favorL 109.9900 · S 110.2720+$25.64 if it converges
24h range −0.11%…+0.44% · median +0.00%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.050%/taker0.100%
Loading Funding History…
↗Total PnL
−$28.26
−0.28%
$Avg Daily PnL
−$0.29
−0.0029%
★Best Day
+$0.83
Sep 22
◎Open Interest
Lighter Robinhood$643.6K
QFEX$618.5K⚡Funding APR
−1.04%
annualized · funding only
⚠Execution Cost
−$26.26
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Lighter Robinhood$257.7KQFEX$26.3KLoading 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 (−$26.26 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.