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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+4.24%
swing±47.63%
LONG Variational · nowCOPPER
+0.00%
3d avg:+24.10%
SHORT Binance Futures · nowCOPPERUSDT
+0.00%
3d avg:+28.34%
Entry Spread Now
+0.080%
In your favorL 6.1619 · S 6.1668+$8.00 if it converges
24h range −0.10%…+0.24% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$6.52
−0.07%
$Avg Daily PnL
+$1.16
+0.0116%
★Best Day
+$2.12
Nov 11
◎Open Interest
Variational$1.89M
Binance Futures$8.85M⚡Funding APR
+4.24%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
8.6d
to break even
◧24h Volume
Variational$371.0KBinance Futures$7.68MLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.