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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 ~12d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.51%
3d Period Avg−1.51%
swing±6.84%
LONG grvt · nowXAU_USDT_Perp
+0.00%
3d avg:+9.35%
SHORT Lighter · now
+3.51%
3d avg:+7.84%
Entry Spread Now
+0.244%
In your favorL ask 3,885.78 · S bid 3,895.28+$24.45 at entry
24h range −0.16%…+0.03% · median −0.10%
Long pays every4hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$12.78
−0.13%
$Avg Daily PnL
−$0.41
−0.0041%
★Best Day
+$0.38
Nov 14
◎Open Interest
grvt$922.4K
Lighter$11.36M⚡Funding APR
−1.51%
annualized · funding only
⚠Execution Cost
−$11.54
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
grvt$2.66MLighter$24.97MLoading 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 (−$11.54 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.