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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 ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.89%
3d Period Avg+27.81%
swing±17.44%
LONG Lighter · now
−28.93%
3d avg:−16.85%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.056%
Eaten by executionL 48.2480 · S 48.2750+$5.60 if it converges
24h range −0.13%…+0.31% · median +0.07%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$0.06
+0.00%
$Avg Daily PnL
+$7.30
+0.0730%
★Best Day
+$10.11
Nov 13
◎Open Interest
⚡Funding APR
+26.66%
annualized · funding only
⚠Execution Cost
−$21.85
entry + exit fees
⏱Payback
3.0d
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 (−$21.85 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.