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updated —INTC Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+11.29%
swing±11.39%
LONG QFEX · now
+0.00%
3d avg:−5.77%
SHORT Lighter · now
+0.00%
3d avg:+5.52%
Entry Spread Now
−0.087%
Eaten by executionL 58.6338 · S 58.5830−$8.66 if it converges
24h range −0.42%…+0.31% · median +0.02%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$13.34
−0.13%
$Avg Daily PnL
+$3.09
+0.0309%
★Best Day
+$5.34
Nov 13
◎Open Interest
QFEX$849.2K
Lighter$1.84M⚡Funding APR
+11.28%
annualized · funding only
⚠Execution Cost
−$22.61
entry + exit fees
⏱Payback
7.3d
to break even
◧24h Volume
QFEX$6.52MLighter$3.76MLoading 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 (−$22.61 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.