← 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
−113.62%
3d Period Avg+8.88%
swing±43.82%
LONG QFEX · now
+7.55%
3d avg:+1.88%
SHORT Lighter · now
−106.07%
3d avg:+10.76%
Entry Spread Now
+0.107%
In your favorL 123.5400 · S 123.6720+$10.68 if it converges
24h range −0.83%…+0.54% · median +0.04%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$12.70
−0.13%
$Avg Daily PnL
+$2.43
+0.0243%
★Best Day
+$6.00
Sep 25
◎Open Interest
⚡Funding APR
+8.88%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
8.2d
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.