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updated —LTC 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
+47.37%
3d Period Avg+40.67%
swing±27.50%
LONG Lighter · now
−28.93%
3d avg:−15.72%
SHORT Aftermath · now
+18.45%
3d avg:+24.95%
Entry Spread Now
−0.028%
Eaten by executionL 48.2480 · S 48.2343−$2.85 if it converges
24h range −0.73%…+0.82% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$24.40
+0.24%
$Avg Daily PnL
+$11.13
+0.1113%
★Best Day
+$14.45
Nov 13
◎Open Interest
Lighter$554.5K
Aftermath$3.6K⚡Funding APR
+40.64%
annualized · funding only
⚠Execution Cost
−$9.00
entry + exit fees
⏱Payback
19.4h
to break even
◧24h Volume
Lighter$196.3KAftermath$36.1KLoading 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 (−$9.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.