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updated —XAU Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−3.51%
3d Period Avg+23.73%
swing±13.15%
LONG Lighter · now
+3.51%
3d avg:+8.18%
SHORT HTX · now
+0.00%
3d avg:+31.91%
Entry Spread Now
−0.214%
Against youL ask 3,895.4 · S bid 3,887.07−$21.38 at entry
24h range +0.01%…+0.20% · median +0.13%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$5.84
+0.06%
$Avg Daily PnL
+$6.59
+0.0659%
★Best Day
+$8.69
Nov 13
◎Open Interest
Lighter$11.36M
HTX$1.79M⚡Funding APR
+24.06%
annualized · funding only
⚠Execution Cost
−$13.93
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
Lighter$24.97MHTX$4.83MLoading 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 (−$13.93 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.