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updated —VVV Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.49%
3d Period Avg+24.69%
swing±29.83%
LONG Lighter · now
−17.53%
3d avg:−13.54%
SHORT BingX · now
+10.96%
3d avg:+11.15%
Entry Spread Now
+0.069%
In your favorL 18.1914 · S 18.2040+$6.93 if it converges
24h range −1.27%…+0.82% · median +0.04%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$12.08
+0.12%
$Avg Daily PnL
+$7.36
+0.0736%
★Best Day
+$12.93
Nov 12
◎Open Interest
Lighter$826.5K
BingX$1.48M⚡Funding APR
+26.86%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
Lighter$1.06MBingX$1.74MLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.