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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
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+55.66%
7d Period Avg+18.12%
swing±28.60%
LONG Lighter · now
−44.71%
7d avg:−7.08%
SHORT BingX · now
+10.96%
7d avg:+11.04%
Entry Spread Now
−0.059%
Eaten by executionL 18.2387 · S 18.2280−$5.87 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
+$17.81
+0.18%
$Avg Daily PnL
+$5.43
+0.0543%
★Best Day
+$12.93
Nov 12
◎Open Interest
Lighter$833.8K
BingX$1.49M⚡Funding APR
+19.81%
annualized · funding only
⚠Execution Cost
−$20.18
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
Lighter$1.11MBingX$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 (−$20.18 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.