← 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 ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.74%
3d Period Avg+41.73%
swing±9.88%
LONG Toobit · nowCOPPER-SWAP-USDT
−43.83%
3d avg:−13.06%
SHORT BloFin · nowCOPPER-USDT
−6.09%
3d avg:+28.67%
Entry Spread Now
+0.016%
NeutralL 6.1630 · S 6.1640
24h range −0.23%…+0.26% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$10.27
+0.10%
$Avg Daily PnL
+$11.42
+0.1142%
★Best Day
+$12.50
Nov 12
◎Open Interest
Toobit$489.9K
BloFin$487.9K⚡Funding APR
+41.70%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
Toobit$888.8KBloFin$120.6KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.