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In this paper, characterizations of the embeddings between weighted Copson function spaces ${\mathrm{Cop}}_{p_1,q_1}(u_1,v_1)$ and weighted Cesàro function spaces ${\mathrm{Ces}}_{p_2,q_2}(u_2,v_2)$ are given. In particular, two-sided estimates of the optimal constant $c$ in the inequality $$\begin{array}{cc}\hfill d({\int }_0^{\infty }& {\left({\int }_0^{t}f{\left(\tau \right)}^{p_2}{v}_2\left(\tau \right)\mathrm{d}\tau \right)}^{q_2/p_2}{u}_2\left(t\right)\mathrm{d}t{)}^{1/q_2}\hfill \\ & \le c{\left({\int }_0^{\infty }{\left({\int }_t^{\infty }f{\left(\tau \right)}^{p_1}{v}_1\left(\tau \right)\mathrm{d}\tau \right)}^{q_1/p_1}{u}_1\left(t\right)\mathrm{d}t\right)}^{1/q_1},\hfill \end{array}d$$ where $p_1,p_2,q_1,q_2\in (0,\infty )$, $p_2\le q_2$ and $u_1$, $u_2$, $v_1$, $v_2$ are weights on $(0,\infty )$, are obtained. The most innovative part consists of the fact that possibly different parameters $p_1$ and $p_2$ and possibly different inner weights $v_1$ and $v_2$ are allowed. The proof is based on the combination of duality techniques with estimates...