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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 ~3.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.93%
3d Period Avg+22.68%
swing±21.59%
LONG Bybit · now
+0.00%
3d avg:+13.08%
SHORT Bullet · nowGOLD-USD
+27.93%
3d avg:+35.76%
Entry Spread Now
−0.061%
Against youL ask 3,886.16 · S bid 3,883.8−$6.07 at entry
24h range −0.11%…+0.02% · median −0.03%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$11.23
−0.11%
$Avg Daily PnL
+$6.25
+0.0625%
★Best Day
+$12.34
Nov 12
◎Open Interest
Bybit$118.93M
Bullet$176.0K⚡Funding APR
+22.80%
annualized · funding only
⚠Execution Cost
−$29.97
entry + exit fees
⏱Payback
4.8d
to break even
◧24h Volume
Bybit$95.85MBullet$80.0KLoading 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 (−$29.97 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.