← Back to Screener
updated —XAUT Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.47%
3d Period Avg+24.32%
swing±12.38%
LONG Binance Futures · now
+10.96%
3d avg:+9.74%
SHORT Aftermath · now
+27.43%
3d avg:+34.06%
Entry Spread Now
+0.007%
NeutralL 3,865.13 · S 3,865.41
24h range −0.30%…+0.11% · median −0.01%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$0.98
+0.01%
$Avg Daily PnL
+$6.66
+0.0666%
★Best Day
+$8.11
Nov 12
◎Open Interest
Binance Futures$51.74M
Aftermath$1.9K⚡Funding APR
+24.31%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
Binance Futures$23.09MAftermath$12.2KLoading 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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.