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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
+7.45%
7d Period Avg+2.72%
swing±7.85%
LONG Lighter · now
+3.51%
7d avg:+6.67%
SHORT BULK · nowPAXG-USD
+10.96%
7d avg:+9.39%
Entry Spread Now
−2.322%
Against youL ask 3,984.31 · S bid 3,891.8−$232.19 at entry
24h range −0.23%…+0.40% · median +0.19%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0%/taker0.035%
Loading Funding History…
↗Total PnL
−$8.88
−0.09%
$Avg Daily PnL
+$0.74
+0.0074%
★Best Day
+$1.83
Oct 28
◎Open Interest
Lighter$14.56M
BULK$1.31M⚡Funding APR
+2.72%
annualized · funding only
⚠Execution Cost
−$14.09
entry + exit fees
⏱Payback
18.9d
to break even
◧24h Volume
Lighter$25.33MBULK$261.5KLoading 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 (−$14.09 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.