← Back to Screener
updated —GLW Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+97.66%
3d Period Avg+9.03%
swing±26.43%
LONG Hotcoin · now
−0.07%
3d avg:+5.94%
SHORT trade[XYZ] · nowxyz:GLW
+97.59%
3d avg:+14.97%
Entry Spread Now
−0.223%
Against youL 112.2600 · S 112.0100−$22.27 if it converges
24h range −0.66%…+0.27% · median −0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$23.58
−0.24%
$Avg Daily PnL
+$2.14
+0.0214%
★Best Day
+$5.68
Nov 14
◎Open Interest
⚡Funding APR
+7.81%
annualized · funding only
⚠Execution Cost
−$30.00
entry + exit fees
⏱Payback
14.0d
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 (−$30.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.