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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 ~28d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.57%
3d Period Avg+9.66%
swing±27.95%
LONG Lighter · now
−17.53%
3d avg:−13.54%
SHORT BloFin · now
−15.96%
3d avg:−3.88%
Entry Spread Now
−0.079%
Against youL 18.1914 · S 18.1770−$7.92 if it converges
24h range −1.08%…+1.01% · median −0.01%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$2.27
−0.02%
$Avg Daily PnL
+$3.24
+0.0324%
★Best Day
+$7.27
Nov 12
◎Open Interest
Lighter$826.5K
BloFin$802.8K⚡Funding APR
+11.84%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
Lighter$1.06MBloFin$982.0KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.