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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 ~4.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.63%
3d Period Avg+22.38%
swing±46.06%
LONG WEEX · now
+11.63%
3d avg:+7.51%
SHORT Aftermath · now
+43.26%
3d avg:+29.89%
Entry Spread Now
−0.025%
Eaten by executionL 3,875.66 · S 3,874.68−$2.52 if it converges
24h range −0.16%…+0.05% · median −0.04%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$19.01
−0.19%
$Avg Daily PnL
+$6.13
+0.0613%
★Best Day
+$7.05
Oct 31
◎Open Interest
WEEX—
Aftermath$3.2K⚡Funding APR
+22.37%
annualized · funding only
⚠Execution Cost
−$37.39
entry + exit fees
⏱Payback
6.1d
to break even
◧24h Volume
WEEX$4.63MAftermath$142.9KLoading 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 (−$37.39 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.