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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 ~13d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.16%
1d Period Avg+8.18%
swing±14.72%
LONG Bybit · now
+0.00%
1d avg:+11.95%
SHORT Bullet · nowGOLD-USD
+8.16%
1d avg:+20.13%
Entry Spread Now
−0.100%
Against youL ask 3,885.17 · S bid 3,881.3−$9.96 at entry
24h range −0.11%…+0.02% · median −0.03%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$27.33
−0.27%
$Avg Daily PnL
+$2.55
+0.0255%
★Best Day
+$1.90
Nov 14
◎Open Interest
Bybit$118.90M
Bullet$176.1K⚡Funding APR
+9.30%
annualized · funding only
⚠Execution Cost
−$29.88
entry + exit fees
⏱Payback
11.7d
to break even
◧24h Volume
Bybit$96.61MBullet$80.0KLoading 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 (−$29.88 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.