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updated —COIN Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~24d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.51%
3d Period Avg+0.47%
swing±38.67%
LONG QFEX · now
+0.00%
3d avg:−0.35%
SHORT Lighter Robinhood · nowCOIN-USDG
+3.51%
3d avg:+0.12%
Entry Spread Now
−0.018%
NeutralL 123.9820 · S 123.9600
24h range −1.22%…+0.52% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$22.93
−0.23%
$Avg Daily PnL
+$0.13
+0.0013%
★Best Day
+$2.23
Nov 13
◎Open Interest
QFEX$848.7K
Lighter Robinhood$1.07M⚡Funding APR
+0.47%
annualized · funding only
⚠Execution Cost
−$23.32
entry + exit fees
⏱Payback
6.0mo
to break even
◧24h Volume
QFEX$300.4KLighter Robinhood$2.72MLoading 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 (−$23.32 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.