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updated —XAUT Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.87%
3d Period Avg+24.10%
swing±16.92%
LONG Variational · now
+10.96%
3d avg:+9.61%
SHORT BloFin · now
+43.83%
3d avg:+33.71%
Entry Spread Now
+0.131%
In your favorL 3,869.94 · S 3,875.01+$13.11 if it converges
24h range +0.10%…+0.18% · median +0.13%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$2.35
+0.02%
$Avg Daily PnL
+$6.60
+0.0660%
★Best Day
+$7.34
Oct 29
◎Open Interest
Variational$22.34M
BloFin$3.29M⚡Funding APR
+24.09%
annualized · funding only
⚠Execution Cost
−$17.45
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
Variational$4.4KBloFin$167.2KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$17.45 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.