← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−5.13%
3d Period Avg+3.26%
swing±13.92%
LONG QFEX · now
+6.00%
3d avg:+1.67%
SHORT Lighter · now
+0.88%
3d avg:+4.93%
Entry Spread Now
+0.064%
Eaten by executionL 119.2500 · S 119.3260+$6.37 if it converges
24h range −0.33%…+0.18% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$17.32
−0.17%
$Avg Daily PnL
+$0.89
+0.0089%
★Best Day
+$2.55
Sep 25
◎Open Interest
⚡Funding APR
+3.26%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
22.4d
to break even
◧24h Volume
Loading 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.