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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+86.35%
30d Period Avg−17.18%
swing±34.82%
LONG N1 · now
−75.39%
30d avg:+24.31%
SHORT OKX · nowVVV-USDT-SWAP
+10.96%
30d avg:+7.13%
Entry Spread Now
+0.220%
In your favorL 18.1930 · S 18.2330+$21.99 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
−$152.76
−1.53%
$Avg Daily PnL
−$4.43
−0.0443%
★Best Day
+$14.48
Nov 12
◎Open Interest
N1$4.9K
OKX$6.04M⚡Funding APR
−16.15%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
N1$3.5KOKX$6.79MLoading 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.