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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 ~1.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+68.27%
1d Period Avg+21.54%
swing±20.20%
LONG HTX · now
−14.38%
1d avg:+6.35%
SHORT Aftermath · now
+53.89%
1d avg:+27.89%
Entry Spread Now
−0.059%
Eaten by executionL 3,946.23 · S 3,943.91−$5.87 if it converges
24h range −0.42%…+0.12% · median −0.01%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$16.61
−0.17%
$Avg Daily PnL
+$5.88
+0.0588%
★Best Day
+$5.00
Nov 2
◎Open Interest
⚡Funding APR
+21.46%
annualized · funding only
⚠Execution Cost
−$22.49
entry + exit fees
⏱Payback
3.8d
to break even
◧24h Volume
Loading 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 (−$22.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.