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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 ~1.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+111.62%
3d Period Avg+199.34%
swing±160.56%
LONG SoDEX · nowXAUT-USD
+5.48%
3d avg:+2.35%
SHORT Bullet · nowGOLD-USD
+117.10%
3d avg:+201.69%
Entry Spread Now
+0.075%
In your favorL ask 3,885.7 · S bid 3,888.6+$7.46 at entry
24h range −0.02%…+0.28% · median +0.17%
Long pays every1hShort pays every1h
LONGmaker0.012%/taker0.040%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$108.12
+1.08%
$Avg Daily PnL
+$45.94
+0.4595%
★Best Day
+$52.99
Oct 29
◎Open Interest
SoDEX$2.41M
Bullet$276.2K⚡Funding APR
+167.70%
annualized · funding only
⚠Execution Cost
−$29.71
entry + exit fees
⏱Payback
15.6h
to break even
◧24h Volume
SoDEX$1.59MBullet$45.3KLoading 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 (−$29.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.