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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 ~1.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+59.75%
1d Period Avg+142.36%
swing±132.88%
LONG SoDEX · nowXAUT-USD
−59.75%
1d avg:−2.34%
SHORT Bullet · nowGOLD-USD
+0.00%
1d avg:+140.02%
Entry Spread Now
+0.253%
In your favorL ask 3,878.1 · S bid 3,887.9+$25.27 at entry
24h range −0.02%…+0.29% · median +0.17%
Long pays every1hShort pays every1h
LONGmaker0.012%/taker0.040%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$9.39
+0.09%
$Avg Daily PnL
+$38.97
+0.3897%
★Best Day
+$24.25
Oct 30
◎Open Interest
SoDEX$2.00M
Bullet$276.4K⚡Funding APR
+142.26%
annualized · funding only
⚠Execution Cost
−$29.58
entry + exit fees
⏱Payback
18.2h
to break even
◧24h Volume
SoDEX$1.22MBullet$66.1KLoading 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 (−$29.58 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.