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updated —XCU Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+24.90%
swing±42.73%
LONG OKX · nowXCU-USDT-SWAP
+0.00%
3d avg:+3.65%
SHORT KuCoin · nowCOPPERUSDTM
+0.00%
3d avg:+28.55%
Entry Spread Now
+0.101%
Eaten by executionL 6.1598 · S 6.1660+$10.07 if it converges
24h range −0.11%…+0.26% · median +0.13%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$0.45
+0.00%
$Avg Daily PnL
+$7.18
+0.0718%
★Best Day
+$11.04
Nov 11
◎Open Interest
OKX$1.50M
KuCoin$512.2K⚡Funding APR
+26.22%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
OKX$542.0KKuCoin$25.7KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.