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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
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
7d Period Avg+2.23%
swing±51.35%
LONG Variational · nowCOPPER
+0.00%
7d avg:+32.91%
SHORT Binance Futures · nowCOPPERUSDT
+0.00%
7d avg:+35.14%
Entry Spread Now
+0.108%
In your favorL 6.1619 · S 6.1685+$10.79 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
−$9.74
−0.10%
$Avg Daily PnL
+$0.61
+0.0061%
★Best Day
+$3.71
Nov 11
◎Open Interest
Variational$1.89M
Binance Futures$8.86M⚡Funding APR
+2.22%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
23.0d
to break even
◧24h Volume
Variational$371.0KBinance Futures$7.75MLoading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.