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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 ~1.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.62%
3d Period Avg+27.59%
swing±17.31%
LONG Lighter · now
−30.68%
3d avg:−16.85%
SHORT Phemex · now
+9.94%
3d avg:+10.74%
Entry Spread Now
+0.099%
In your favorL 48.2420 · S 48.2900+$9.95 if it converges
24h range −0.27%…+0.26% · median +0.08%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
+$2.32
+0.02%
$Avg Daily PnL
+$7.09
+0.0709%
★Best Day
+$10.11
Nov 13
◎Open Interest
Lighter$554.4K
Phemex$19.41M⚡Funding APR
+25.87%
annualized · funding only
⚠Execution Cost
−$18.94
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
Lighter$301.8KPhemex$4.84MLoading 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 (−$18.94 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.