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updated —GLW Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+102.53%
3d Period Avg+63.25%
swing±52.22%
LONG Crypto.com · nowGLWUSD-PERP
−95.95%
3d avg:−43.63%
SHORT Paragon · now
+6.57%
3d avg:+19.62%
Entry Spread Now
+0.021%
Eaten by executionL 122.0000 · S 122.0254+$2.08 if it converges
24h range −0.29%…+0.92% · median +0.04%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$5.66
−0.06%
$Avg Daily PnL
+$16.95
+0.1695%
★Best Day
+$25.03
Oct 28
◎Open Interest
Crypto.com$20.0K
Paragon$749.6K⚡Funding APR
+61.87%
annualized · funding only
⚠Execution Cost
−$56.51
entry + exit fees
⏱Payback
3.3d
to break even
◧24h Volume
Crypto.com$8.3KParagon$42.3KLoading 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 (−$56.51 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.