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updated —XAU Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−3.51%
7d Period Avg+13.33%
swing±15.26%
LONG Lighter · now
+3.51%
7d avg:+5.61%
SHORT HTX · now
+0.00%
7d avg:+18.94%
Entry Spread Now
−0.196%
Against youL ask 3,895.4 · S bid 3,887.76−$19.61 at entry
24h range +0.01%…+0.20% · median +0.12%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$13.06
+0.13%
$Avg Daily PnL
+$3.75
+0.0375%
★Best Day
+$8.69
Nov 13
◎Open Interest
Lighter$11.35M
HTX$1.79M⚡Funding APR
+13.70%
annualized · funding only
⚠Execution Cost
−$13.22
entry + exit fees
⏱Payback
3.5d
to break even
◧24h Volume
Lighter$25.95MHTX$5.05MLoading 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 (−$13.22 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.