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updated —XAU Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+428.54%
1d Period Avg+435.69%
swing±59.16%
LONG Bluefin · nowGOLD-PERP
+10.96%
1d avg:−17.85%
SHORT Bullet · nowGOLD-USD
+439.49%
1d avg:+417.84%
Entry Spread Now
+0.055%
In your favorL ask 3,953.34 · S bid 3,955.5+$5.46 at entry
24h range −0.84%…+0.39% · median +0.24%
Long pays every1hShort pays every1h
LONGmaker0.005%/taker0.035%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$1.83
−0.02%
$Avg Daily PnL
+$94.10
+0.9410%
★Best Day
+$88.94
Nov 2
◎Open Interest
Bluefin$19.2K
Bullet$261.0K⚡Funding APR
+343.47%
annualized · funding only
⚠Execution Cost
−$95.93
entry + exit fees
⏱Payback
1.0d
to break even
◧24h Volume
Bluefin$4.1KBullet$60.5KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$95.93 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.