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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 ~8.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.01%
7d Period Avg+4.70%
swing±9.57%
LONG Variational · now
−1.69%
7d avg:−0.50%
SHORT Hyperliquid · now
+2.32%
7d avg:+4.20%
Entry Spread Now
+0.163%
In your favorL 48.4072 · S 48.4860+$16.28 if it converges
24h range −0.17%…+0.38% · median +0.08%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
+$0.46
+0.00%
$Avg Daily PnL
+$1.35
+0.0135%
★Best Day
+$3.22
Nov 8
◎Open Interest
⚡Funding APR
+4.93%
annualized · funding only
⚠Execution Cost
−$9.00
entry + exit fees
⏱Payback
6.7d
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 (−$9.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.