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updated —PENGU Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.28%
3d Period Avg+22.42%
swing±14.43%
LONG KuCoin · nowPENGUUSDTM
−32.22%
3d avg:−8.64%
SHORT BloFin · now
−2.93%
3d avg:+13.78%
Entry Spread Now
−0.034%
Eaten by executionL 0.005822 · S 0.005820−$3.44 if it converges
24h range −2.01%…+0.38% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$5.58
−0.06%
$Avg Daily PnL
+$6.14
+0.0614%
★Best Day
+$8.12
Nov 12
◎Open Interest
KuCoin$3.49M
BloFin$1.02M⚡Funding APR
+22.41%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
3.9d
to break even
◧24h Volume
KuCoin$14.88MBloFin$537.5KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.