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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+24.10%
swing±39.93%
LONG OKX · nowXCU-USDT-SWAP
+0.00%
3d avg:+3.65%
SHORT MEXC · nowCOPPER_USDT
+0.00%
3d avg:+27.75%
Entry Spread Now
+0.141%
In your favorL 6.1573 · S 6.1660+$14.13 if it converges
24h range −0.04%…+0.29% · median +0.13%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$6.42
+0.06%
$Avg Daily PnL
+$6.81
+0.0681%
★Best Day
+$10.37
Nov 12
◎Open Interest
OKX$1.49M
MEXC$14.56M⚡Funding APR
+24.85%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
OKX$517.2KMEXC$882.2KLoading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.