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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 ~0.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+215.66%
3d Period Avg+157.19%
swing±155.74%
LONG WEEX · now
+0.55%
3d avg:+1.96%
SHORT Bullet · nowGOLD-USD
+216.21%
3d avg:+159.15%
Entry Spread Now
+0.023%
In your favorL ask 3,892.42 · S bid 3,893.3+$2.26 at entry
24h range −0.07%…+0.05% · median −0.01%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$75.62
+0.76%
$Avg Daily PnL
+$36.36
+0.3636%
★Best Day
+$47.98
Oct 30
◎Open Interest
WEEX—
Bullet$243.3K⚡Funding APR
+132.70%
annualized · funding only
⚠Execution Cost
−$33.45
entry + exit fees
⏱Payback
22.1h
to break even
◧24h Volume
WEEX$3.90MBullet$56.7KLoading 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 (−$33.45 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.