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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 ~2.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+51.87%
1d Period Avg+27.19%
swing±46.00%
LONG WEEX · now
+9.97%
1d avg:+11.23%
SHORT Aftermath · now
+61.85%
1d avg:+38.42%
Entry Spread Now
−0.038%
Eaten by executionL 3,876.53 · S 3,875.07−$3.76 if it converges
24h range −0.16%…+0.05% · median −0.05%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$30.19
−0.30%
$Avg Daily PnL
+$7.21
+0.0721%
★Best Day
+$4.65
Nov 1
◎Open Interest
WEEX—
Aftermath$3.4K⚡Funding APR
+26.30%
annualized · funding only
⚠Execution Cost
−$37.40
entry + exit fees
⏱Payback
5.2d
to break even
◧24h Volume
WEEX$4.61MAftermath$144.5KLoading 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 (−$37.40 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.