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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 ~1.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+202.32%
3d Period Avg+112.04%
swing±98.72%
LONG WEEX · now
−3.41%
3d avg:+2.75%
SHORT Bluefin · nowGOLD-PERP
+198.90%
3d avg:+114.79%
Entry Spread Now
−0.266%
Against youL ask 3,893.34 · S bid 3,883−$26.56 at entry
24h range −0.29%…+0.67% · median −0.22%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.005%/taker0.035%
Loading Funding History…
↗Total PnL
−$14.62
−0.15%
$Avg Daily PnL
+$28.96
+0.2896%
★Best Day
+$47.21
Oct 31
◎Open Interest
WEEX—
Bluefin$39.1K⚡Funding APR
+105.70%
annualized · funding only
⚠Execution Cost
−$101.50
entry + exit fees
⏱Payback
3.5d
to break even
◧24h Volume
WEEX$3.99MBluefin$817Loading 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 (−$101.50 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.