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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 ~7.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.34%
1d Period Avg+28.36%
swing±9.56%
LONG Gate.io · now
+15.67%
1d avg:+1.59%
SHORT Aftermath · now
+29.01%
1d avg:+29.95%
Entry Spread Now
−0.120%
Eaten by executionL 3,869.49 · S 3,864.85−$11.98 if it converges
24h range −0.38%…+0.08% · median −0.11%
Long pays every8hShort pays every1h
LONGmaker-0.010%/taker0.075%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$20.53
−0.21%
$Avg Daily PnL
+$6.25
+0.0625%
★Best Day
+$3.19
Nov 14
◎Open Interest
Gate.io$86.59M
Aftermath$1.9K⚡Funding APR
+22.80%
annualized · funding only
⚠Execution Cost
−$26.78
entry + exit fees
⏱Payback
4.3d
to break even
◧24h Volume
Gate.io$7.72MAftermath$12.4KLoading 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 (−$26.78 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.