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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.93%
30d Period Avg+38.45%
swing±38.01%
LONG Lighter · now
−32.43%
30d avg:+1.21%
SHORT Aftermath · now
+20.50%
30d avg:+39.66%
Entry Spread Now
+0.041%
Eaten by executionL 48.2570 · S 48.2766+$4.06 if it converges
24h range −0.73%…+0.82% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker-0.005%/taker0.045%
Limited funding history — chart clipped to available data
- Aftermath (Short): data starts Oct 20, 2026 (25d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$244.35
+2.44%
$Avg Daily PnL
+$8.44
+0.0844%
★Best Day
+$25.46
Oct 27
◎Open Interest
Lighter$554.6K
Aftermath$3.6K⚡Funding APR
+30.82%
annualized · funding only
⚠Execution Cost
−$9.00
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
Lighter$301.8KAftermath$36.1KLoading 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 (−$9.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.