← 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 ~9.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.20%
3d Period Avg+33.31%
swing±13.84%
LONG Gate.io · now
+16.98%
3d avg:+1.99%
SHORT Aftermath · now
+28.18%
3d avg:+35.30%
Entry Spread Now
−0.163%
Against youL 3,871.76 · S 3,865.46−$16.28 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
−$3.54
−0.04%
$Avg Daily PnL
+$8.34
+0.0834%
★Best Day
+$11.11
Nov 12
◎Open Interest
Gate.io$86.64M
Aftermath$1.9K⚡Funding APR
+30.44%
annualized · funding only
⚠Execution Cost
−$28.56
entry + exit fees
⏱Payback
3.4d
to break even
◧24h Volume
Gate.io$7.29MAftermath$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 (−$28.56 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.