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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 ~2.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+307.07%
1d Period Avg+167.30%
swing±58.22%
LONG WEEX · now
−5.33%
1d avg:−4.50%
SHORT Bluefin · nowGOLD-PERP
+301.74%
1d avg:+162.80%
Entry Spread Now
−0.266%
Against youL ask 3,893.37 · S bid 3,883−$26.64 at entry
24h range −0.29%…+0.67% · median −0.22%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.005%/taker0.035%
Loading Funding History…
↗Total PnL
−$134.74
−1.35%
$Avg Daily PnL
+$41.71
+0.4171%
★Best Day
+$21.49
Oct 31
◎Open Interest
WEEX—
Bluefin$39.2K⚡Funding APR
+152.25%
annualized · funding only
⚠Execution Cost
−$176.45
entry + exit fees
⏱Payback
4.2d
to break even
◧24h Volume
WEEX$3.99MBluefin$817Loading 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 (−$176.45 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.