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updated —CAP Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+53.07%
3d Period Avg+36.53%
swing±39.24%
LONG Gate.io · now
+27.17%
3d avg:+12.05%
SHORT BloFin · now
+80.25%
3d avg:+48.58%
Entry Spread Now
+0.055%
Eaten by executionL 0.1081 · S 0.1082+$5.55 if it converges
24h range −2.26%…+1.10% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$3.00
+0.03%
$Avg Daily PnL
+$10.00
+0.1000%
★Best Day
+$16.93
Nov 13
◎Open Interest
Gate.io$655.1K
BloFin$1.20M⚡Funding APR
+36.50%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
Gate.io$3.22MBloFin$316.5KLoading 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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.