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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 ~4.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.45%
3d Period Avg+2.78%
swing±7.97%
LONG Lighter · now
+3.51%
3d avg:+8.18%
SHORT BULK · nowPAXG-USD
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.208%
In your favorL ask 3,884.79 · S bid 3,892.88+$20.83 at entry
24h range −0.23%…+0.40% · median +0.19%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0%/taker0.035%
Loading Funding History…
↗Total PnL
−$6.69
−0.07%
$Avg Daily PnL
+$0.76
+0.0076%
★Best Day
+$1.67
Oct 29
◎Open Interest
Lighter$14.55M
BULK$1.29M⚡Funding APR
+2.77%
annualized · funding only
⚠Execution Cost
−$8.97
entry + exit fees
⏱Payback
11.8d
to break even
◧24h Volume
Lighter$22.98MBULK$233.1KLoading 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 (−$8.97 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.