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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 ~7.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.17%
7d Period Avg+11.43%
swing±5.99%
LONG Variational · now
−2.48%
7d avg:−0.57%
SHORT Phemex · now
+6.69%
7d avg:+10.86%
Entry Spread Now
+0.092%
In your favorL 48.3158 · S 48.3600+$9.16 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
+$3.75
+0.04%
$Avg Daily PnL
+$3.13
+0.0313%
★Best Day
+$4.62
Nov 8
◎Open Interest
Variational$1.92M
Phemex$19.46M⚡Funding APR
+11.43%
annualized · funding only
⚠Execution Cost
−$18.16
entry + exit fees
⏱Payback
5.8d
to break even
◧24h Volume
Variational$202.9KPhemex$4.86MLoading 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 (−$18.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.