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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 ~0.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+521.94%
3d Period Avg+89.96%
swing±271.23%
LONG Bluefin · nowGOLD-PERP
−29.42%
3d avg:+108.07%
SHORT Bullet · nowGOLD-USD
+492.53%
3d avg:+198.03%
Entry Spread Now
+0.148%
In your favorL ask 3,945.17 · S bid 3,951+$14.78 at entry
24h range −0.84%…+0.39% · median +0.24%
Long pays every1hShort pays every1h
LONGmaker0.005%/taker0.035%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$25.67
−0.26%
$Avg Daily PnL
+$23.06
+0.2306%
★Best Day
+$89.20
Nov 2
◎Open Interest
Bluefin$18.8K
Bullet$260.5K⚡Funding APR
+84.17%
annualized · funding only
⚠Execution Cost
−$94.85
entry + exit fees
⏱Payback
4.1d
to break even
◧24h Volume
Bluefin$4.5KBullet$60.2KLoading 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 (−$94.85 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.