← 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
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−49.09%
7d Period Avg+6.54%
swing±6.51%
LONG QFEX · now
+0.00%
7d avg:+3.94%
SHORT Lighter · now
−49.09%
7d avg:+10.48%
Entry Spread Now
−0.041%
Against youL ask 224.6600 · S bid 224.5690−$4.05 at entry
24h range −0.31%…+0.05% · median −0.04%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$14.07
−0.14%
$Avg Daily PnL
+$1.79
+0.0179%
★Best Day
+$2.83
Sep 21
◎Open Interest
⚡Funding APR
+6.53%
annualized · funding only
⚠Execution Cost
−$26.60
entry + exit fees
⏱Payback
14.9d
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 + live L2 orderbook slippage on both legs (−$26.60 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.