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updated —PENGU Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+4.41%
swing±3.41%
LONG MEXC · now
−0.66%
3d avg:+9.37%
SHORT BloFin · now
−0.66%
3d avg:+13.78%
Entry Spread Now
+0.034%
Eaten by executionL 0.005857 · S 0.005859+$3.41 if it converges
24h range −1.98%…+0.70% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$12.38
−0.12%
$Avg Daily PnL
+$1.21
+0.0121%
★Best Day
+$1.61
Nov 13
◎Open Interest
MEXC$5.17M
BloFin$1.02M⚡Funding APR
+4.40%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
13.3d
to break even
◧24h Volume
MEXC$2.18MBloFin$542.2KLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.