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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 ~5.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.78%
30d Period Avg+17.94%
swing±29.06%
LONG Binance Futures · now
+10.96%
30d avg:+6.56%
SHORT Aftermath · now
+24.74%
30d avg:+24.50%
Entry Spread Now
−0.003%
NeutralL 3,865.7 · S 3,865.59
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
+$128.13
+1.28%
$Avg Daily PnL
+$4.90
+0.0490%
★Best Day
+$19.02
Oct 27
◎Open Interest
Binance Futures$51.74M
Aftermath$1.9K⚡Funding APR
+17.90%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
3.9d
to break even
◧24h Volume
Binance Futures$23.39MAftermath$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.