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updated —QQQ Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~91d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.85%
7d Period Avg+22.16%
swing±33.64%
LONG Arcus · now
+4.16%
7d avg:−4.19%
SHORT Crypto.com · nowQQQUSD-PERP
+5.01%
7d avg:+17.97%
Entry Spread Now
−0.034%
Against youL ask 675.6000 · S bid 675.3700−$3.40 at entry
24h range −0.18%…+0.11% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.022%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$21.36
+0.21%
$Avg Daily PnL
+$6.07
+0.0607%
★Best Day
+$15.52
Nov 10
◎Open Interest
Arcus$19.60M
Crypto.com$842.0K⚡Funding APR
+22.14%
annualized · funding only
⚠Execution Cost
−$21.10
entry + exit fees
⏱Payback
3.5d
to break even
◧24h Volume
Arcus$24.48MCrypto.com$193.1KLoading 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 (−$21.10 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.