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updated —XCU Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.15%
7d Period Avg+19.89%
swing±21.99%
LONG Toobit · nowCOPPER-SWAP-USDT
−43.83%
7d avg:+15.36%
SHORT BloFin · nowCOPPER-USDT
−2.68%
7d avg:+35.25%
Entry Spread Now
+0.114%
Eaten by executionL 6.1610 · S 6.1680+$11.36 if it converges
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
+$14.12
+0.14%
$Avg Daily PnL
+$5.45
+0.0545%
★Best Day
+$12.50
Nov 12
◎Open Interest
Toobit$504.5K
BloFin$487.8K⚡Funding APR
+19.88%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
Toobit$898.8KBloFin$121.3KLoading 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.