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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 ~0.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+539.94%
1d Period Avg+127.05%
swing±124.57%
LONG OKX · nowXAU-USDT-SWAP
+2.58%
1d avg:+0.00%
SHORT Bullet · nowGOLD-USD
+542.53%
1d avg:+127.05%
Entry Spread Now
−0.005%
Against youL ask 3,922.4 · S bid 3,922.2−$0.51 at entry
24h range −0.05%…+0.07% · median +0.00%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$3.28
−0.03%
$Avg Daily PnL
+$25.43
+0.2543%
★Best Day
+$25.43
Nov 1
◎Open Interest
OKX$264.64M
Bullet$244.8K⚡Funding APR
+92.81%
annualized · funding only
⚠Execution Cost
−$28.71
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
OKX$90.56MBullet$57.6KLoading 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 (−$28.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.