← Back to Screener
updated —XCU Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.83%
3d Period Avg+41.40%
swing±10.23%
LONG Toobit · nowCOPPER-SWAP-USDT
−43.83%
3d avg:−13.06%
SHORT Binance Futures · nowCOPPERUSDT
+0.00%
3d avg:+28.34%
Entry Spread Now
+0.122%
Eaten by executionL 6.1610 · S 6.1685+$12.18 if it converges
24h range −0.24%…+0.27% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$8.00
+0.08%
$Avg Daily PnL
+$11.33
+0.1133%
★Best Day
+$12.02
Nov 12
◎Open Interest
⚡Funding APR
+41.37%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
Loading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.