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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 ~3.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.36%
3d Period Avg+7.13%
swing±6.04%
LONG Variational · now
−4.60%
3d avg:+0.66%
SHORT Aster · now
+4.76%
3d avg:+7.79%
Entry Spread Now
+0.093%
In your favorL 48.3120 · S 48.3572+$9.35 if it converges
24h range −0.22%…+0.39% · median +0.11%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$2.15
−0.02%
$Avg Daily PnL
+$1.95
+0.0195%
★Best Day
+$2.91
Nov 13
◎Open Interest
⚡Funding APR
+7.12%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
4.1d
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.