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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 ~6.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.59%
30d Period Avg+27.33%
swing±23.76%
LONG WEEX · now
−2.66%
30d avg:+7.45%
SHORT Bullet · nowGOLD-USD
+15.94%
30d avg:+34.78%
Entry Spread Now
−0.033%
Against youL ask 3,886.19 · S bid 3,884.9−$3.32 at entry
24h range −0.12%…+0.10% · median −0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$189.43
+1.89%
$Avg Daily PnL
+$7.48
+0.0748%
★Best Day
+$17.38
Oct 18
◎Open Interest
WEEX—
Bullet$175.7K⚡Funding APR
+27.31%
annualized · funding only
⚠Execution Cost
−$35.04
entry + exit fees
⏱Payback
4.7d
to break even
◧24h Volume
WEEX$7.10MBullet$79.0KLoading 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 (−$35.04 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.