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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 ~7.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+56.34%
7d Period Avg+32.04%
swing±30.60%
LONG Gate.io · now
+32.87%
7d avg:+15.65%
SHORT BloFin · now
+89.21%
7d avg:+47.69%
Entry Spread Now
+0.037%
Eaten by executionL 0.1083 · S 0.1083+$3.69 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
−$54.82
−0.55%
$Avg Daily PnL
+$8.77
+0.0877%
★Best Day
+$16.93
Nov 13
◎Open Interest
Gate.io$657.4K
BloFin$1.20M⚡Funding APR
+32.02%
annualized · funding only
⚠Execution Cost
−$116.23
entry + exit fees
⏱Payback
13.3d
to break even
◧24h Volume
Gate.io$3.20MBloFin$316.8KLoading 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 (−$116.23 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.