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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 ~2.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.27%
7d Period Avg+18.53%
swing±29.79%
LONG Lighter · now
−44.71%
7d avg:−7.08%
SHORT BloFin · now
−11.44%
7d avg:+11.45%
Entry Spread Now
−0.201%
Against youL 18.2387 · S 18.2020−$20.12 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
+$16.59
+0.17%
$Avg Daily PnL
+$5.54
+0.0554%
★Best Day
+$14.22
Nov 10
◎Open Interest
Lighter$833.8K
BloFin$806.8K⚡Funding APR
+20.22%
annualized · funding only
⚠Execution Cost
−$22.18
entry + exit fees
⏱Payback
4.0d
to break even
◧24h Volume
Lighter$1.11MBloFin$992.6KLoading 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 (−$22.18 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.