← Back to Screener
updated —PENGU Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~83d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.21%
3d Period Avg+4.38%
swing±3.43%
LONG Toobit · nowPENGU-SWAP-USDT
−4.04%
3d avg:+9.40%
SHORT BloFin · now
−2.83%
3d avg:+13.78%
Entry Spread Now
−0.069%
Eaten by executionL 0.005805 · S 0.005801−$6.89 if it converges
24h range −2.03%…+0.68% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.84
−0.24%
$Avg Daily PnL
+$1.20
+0.0120%
★Best Day
+$1.60
Nov 13
◎Open Interest
Toobit$1.22M
BloFin$1.01M⚡Funding APR
+4.38%
annualized · funding only
⚠Execution Cost
−$27.44
entry + exit fees
⏱Payback
22.9d
to break even
◧24h Volume
Toobit$3.09MBloFin$535.5KLoading 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 (−$27.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.