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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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+99.49%
3d Period Avg+37.69%
swing±21.51%
LONG N1 · now
−88.54%
3d avg:−26.49%
SHORT OKX · nowVVV-USDT-SWAP
+10.96%
3d avg:+11.20%
Entry Spread Now
+0.050%
Eaten by executionL 18.1590 · S 18.1680+$4.96 if it converges
24h range −0.60%…+1.15% · median +0.21%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$13.28
+0.13%
$Avg Daily PnL
+$11.09
+0.1109%
★Best Day
+$14.48
Nov 12
◎Open Interest
N1$4.9K
OKX$6.01M⚡Funding APR
+40.49%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.8d
to break even
◧24h Volume
N1$3.5KOKX$6.80MLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.