← Back to Screener
updated —GLW Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.07%
7d Period Avg+8.37%
swing±14.46%
LONG OKX · nowGLW-USDT-SWAP
+0.00%
7d avg:+3.18%
SHORT Hotcoin · now
−0.07%
7d avg:+11.55%
Entry Spread Now
−0.045%
Eaten by executionL 112.2200 · S 112.1700−$4.46 if it converges
24h range −0.64%…+0.83% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$9.55
−0.10%
$Avg Daily PnL
+$2.29
+0.0229%
★Best Day
+$4.79
Nov 10
◎Open Interest
OKX$1.30M
Hotcoin$1.55M⚡Funding APR
+8.36%
annualized · funding only
⚠Execution Cost
−$25.58
entry + exit fees
⏱Payback
11.2d
to break even
◧24h Volume
OKX$2.12MHotcoin$751.3KLoading 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 (−$25.58 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.