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updated —INTC 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+7.29%
swing±35.62%
LONG QFEX · now
+0.00%
7d avg:−2.34%
SHORT Lighter · now
+3.51%
7d avg:+4.95%
Entry Spread Now
−0.064%
Eaten by executionL 58.6565 · S 58.6190−$6.39 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
−$6.03
−0.06%
$Avg Daily PnL
+$2.00
+0.0200%
★Best Day
+$5.34
Nov 13
◎Open Interest
QFEX$851.5K
Lighter$1.84M⚡Funding APR
+7.28%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
10.0d
to break even
◧24h Volume
QFEX$6.52MLighter$3.74MLoading 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.