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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 ~21d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.51%
7d Period Avg−1.75%
swing±40.22%
LONG QFEX · now
+0.00%
7d avg:−0.39%
SHORT Lighter · now
+3.51%
7d avg:−2.14%
Entry Spread Now
−0.043%
Eaten by executionL 124.0033 · S 123.9500−$4.30 if it converges
24h range −0.93%…+0.32% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$23.36
−0.23%
$Avg Daily PnL
−$0.48
−0.0048%
★Best Day
+$1.29
Nov 13
◎Open Interest
QFEX$848.9K
Lighter$922.3K⚡Funding APR
−1.75%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
QFEX$300.8KLighter$7.39MLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.