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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+419.85%
3d Period Avg+219.12%
swing±166.49%
LONG Variational · nowXAUS
+0.00%
3d avg:+0.00%
SHORT Bullet · nowGOLD-USD
+419.85%
3d avg:+219.12%
Entry Spread Now
+0.150%
In your favorL 4,012.78 · S 4,018.79+$14.96 if it converges
24h range −0.01%…+0.22% · median +0.15%
Long pays every4hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$104.49
+1.04%
$Avg Daily PnL
+$37.50
+0.3750%
★Best Day
+$46.07
Oct 27
◎Open Interest
Variational$49.11M
Bullet$253.8K⚡Funding APR
+136.86%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
5.0h
to break even
◧24h Volume
Variational$154.84MBullet$177.5KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$8.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.