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updated —VVV Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.89%
7d Period Avg+18.04%
swing±28.65%
LONG Lighter · now
−28.93%
7d avg:−7.08%
SHORT Variational · now
+10.96%
7d avg:+10.96%
Entry Spread Now
−0.032%
Against youL 18.2641 · S 18.2582−$3.23 if it converges
24h range −0.80%…+0.96% · median −0.08%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$37.40
+0.37%
$Avg Daily PnL
+$5.34
+0.0534%
★Best Day
+$12.93
Nov 12
◎Open Interest
Lighter$836.9K
Variational$1.20M⚡Funding APR
+19.50%
annualized · funding only
⚠Execution Cost
+$0.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Lighter$1.11MVariational$795.5KLoading 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 (+$0.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.