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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 ~1.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+86.11%
1d Period Avg+56.99%
swing±75.05%
LONG WEEX · now
−0.41%
1d avg:−2.26%
SHORT Bullet · nowGOLD-USD
+85.70%
1d avg:+54.73%
Entry Spread Now
+0.049%
In your favorL ask 3,892.09 · S bid 3,894+$4.91 at entry
24h range −0.07%…+0.05% · median −0.01%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$18.90
−0.19%
$Avg Daily PnL
+$14.88
+0.1488%
★Best Day
+$8.99
Nov 1
◎Open Interest
WEEX—
Bullet$244.5K⚡Funding APR
+54.32%
annualized · funding only
⚠Execution Cost
−$33.78
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
WEEX$3.97MBullet$55.1KLoading 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 (−$33.78 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.