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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
−43.83%
7d Period Avg+6.88%
swing±56.28%
LONG OKX · nowXCU-USDT-SWAP
+0.00%
7d avg:+9.93%
SHORT Toobit · nowCOPPER-SWAP-USDT
−43.83%
7d avg:+16.81%
Entry Spread Now
+0.060%
Eaten by executionL 6.1573 · S 6.1610+$6.01 if it converges
24h range −0.13%…+0.40% · median +0.13%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$11.13
−0.11%
$Avg Daily PnL
+$1.55
+0.0155%
★Best Day
+$15.97
Nov 9
◎Open Interest
OKX$1.49M
Toobit$504.5K⚡Funding APR
+5.67%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
14.2d
to break even
◧24h Volume
OKX$517.2KToobit$898.8KLoading 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.