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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
−7.45%
3d Period Avg+5.28%
swing±69.12%
LONG TxFlow · now
+10.96%
3d avg:−2.97%
SHORT Extended · now
+3.51%
3d avg:+2.31%
Entry Spread Now
−0.044%
Against youL ask 3,831.39 · S bid 3,829.7−$4.41 at entry
24h range −0.26%…+1.25% · median +0.08%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$26.97
−0.27%
$Avg Daily PnL
+$1.45
+0.0145%
★Best Day
+$3.35
Nov 12
◎Open Interest
TxFlow$1.62M
Extended$3.96M⚡Funding APR
+5.28%
annualized · funding only
⚠Execution Cost
−$31.31
entry + exit fees
⏱Payback
21.6d
to break even
◧24h Volume
TxFlow$6.05MExtended$18.62MLoading 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 (−$31.31 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.