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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 ~3.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.61%
7d Period Avg+29.82%
swing±20.70%
LONG KuCoin · nowPENGUUSDTM
−29.59%
7d avg:−9.54%
SHORT BloFin · now
−0.97%
7d avg:+20.28%
Entry Spread Now
+0.068%
Eaten by executionL 0.005852 · S 0.005856+$6.84 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
+$33.15
+0.33%
$Avg Daily PnL
+$8.16
+0.0816%
★Best Day
+$10.35
Nov 10
◎Open Interest
KuCoin$3.51M
BloFin$1.02M⚡Funding APR
+29.80%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
KuCoin$14.48MBloFin$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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.