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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 ~5.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.12%
3d Period Avg+9.95%
swing±4.21%
LONG Variational · now
−3.46%
3d avg:+0.79%
SHORT Phemex · now
+8.66%
3d avg:+10.74%
Entry Spread Now
+0.133%
In your favorL 48.2559 · S 48.3200+$13.29 if it converges
24h range −0.30%…+0.57% · median +0.11%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
−$10.21
−0.10%
$Avg Daily PnL
+$2.72
+0.0272%
★Best Day
+$2.91
Nov 13
◎Open Interest
Variational$1.91M
Phemex$19.43M⚡Funding APR
+9.95%
annualized · funding only
⚠Execution Cost
−$18.38
entry + exit fees
⏱Payback
6.8d
to break even
◧24h Volume
Variational$202.9KPhemex$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 (−$18.38 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.