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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 ~12d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.51%
7d Period Avg+0.25%
swing±5.88%
LONG grvt · nowXAU_USDT_Perp
+0.00%
7d avg:+4.98%
SHORT Lighter · now
+3.51%
7d avg:+5.23%
Entry Spread Now
+0.232%
In your favorL ask 3,886.26 · S bid 3,895.28+$23.21 at entry
24h range −0.16%…+0.03% · median −0.10%
Long pays every4hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$11.02
−0.11%
$Avg Daily PnL
+$0.07
+0.0007%
★Best Day
+$0.59
Nov 9
◎Open Interest
grvt$920.4K
Lighter$11.34M⚡Funding APR
+0.27%
annualized · funding only
⚠Execution Cost
−$11.54
entry + exit fees
⏱Payback
5.2mo
to break even
◧24h Volume
grvt$2.65MLighter$26.03MLoading 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 (−$11.54 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.