← 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 ~12d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.23%
7d Period Avg+18.82%
swing±13.16%
LONG Gate.io · now
−9.20%
7d avg:+1.46%
SHORT BloFin · now
−0.97%
7d avg:+20.28%
Entry Spread Now
−0.017%
NeutralL 0.005857 · S 0.005856
24h range −1.17%…+0.43% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$9.07
+0.09%
$Avg Daily PnL
+$5.15
+0.0515%
★Best Day
+$9.78
Nov 8
◎Open Interest
Gate.io$6.88M
BloFin$1.02M⚡Funding APR
+18.81%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
5.2d
to break even
◧24h Volume
Gate.io$1.50MBloFin$539.2KLoading 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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.