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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
−99.06%
7d Period Avg+8.32%
swing±12.71%
LONG QFEX · now
+0.00%
7d avg:−0.44%
SHORT Lighter · now
−99.06%
7d avg:+7.88%
Entry Spread Now
+0.034%
In your favorL ask 1,772.79 · S bid 1,773.4+$3.44 at entry
24h range −0.36%…+0.31% · median +0.04%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$10.20
−0.10%
$Avg Daily PnL
+$2.28
+0.0228%
★Best Day
+$4.97
Sep 25
◎Open Interest
QFEX$866.5K
Lighter$3.13M⚡Funding APR
+8.31%
annualized · funding only
⚠Execution Cost
−$26.14
entry + exit fees
⏱Payback
11.5d
to break even
◧24h Volume
QFEX$4.66MLighter$5.26MLoading 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 (−$26.14 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.