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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
−15.34%
7d Period Avg+1.56%
swing±45.68%
LONG TxFlow · now
+10.96%
7d avg:+4.96%
SHORT Extended · now
−4.38%
7d avg:+6.52%
Entry Spread Now
−0.001%
NeutralL ask 3,818.93 · S bid 3,818.9
24h range −0.26%…+1.25% · median +0.08%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$28.74
−0.29%
$Avg Daily PnL
+$0.43
+0.0043%
★Best Day
+$3.57
Nov 12
◎Open Interest
TxFlow$1.62M
Extended$3.96M⚡Funding APR
+1.56%
annualized · funding only
⚠Execution Cost
−$31.73
entry + exit fees
⏱Payback
2.5mo
to break even
◧24h Volume
TxFlow$6.05MExtended$18.60MLoading 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 (−$31.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.