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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 ~3.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.85%
7d Period Avg+9.45%
swing±7.50%
LONG Variational · now
−3.46%
7d avg:−0.62%
SHORT Aster · now
+5.39%
7d avg:+8.83%
Entry Spread Now
+0.133%
In your favorL 48.2559 · S 48.3200+$13.29 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
+$10.11
+0.10%
$Avg Daily PnL
+$2.59
+0.0259%
★Best Day
+$4.62
Nov 8
◎Open Interest
Variational$1.91M
Aster$1.48M⚡Funding APR
+9.45%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
Variational$202.9KAster$513.1KLoading 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 (−$8.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.