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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.86%
3d Period Avg+24.64%
swing±17.21%
LONG Lighter · now
−28.93%
3d avg:−16.85%
SHORT Aster · now
+3.94%
3d avg:+7.79%
Entry Spread Now
+0.046%
In your favorL 48.2480 · S 48.2700+$4.56 if it converges
24h range −0.34%…+0.36% · median +0.07%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$11.31
+0.11%
$Avg Daily PnL
+$6.44
+0.0644%
★Best Day
+$10.11
Nov 13
◎Open Interest
⚡Funding APR
+23.49%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
Loading 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 (−$8.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.