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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 ~101d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.58%
7d Period Avg+12.16%
swing±10.42%
LONG MEXC · now
−1.97%
7d avg:+8.12%
SHORT BloFin · now
−1.39%
7d avg:+20.28%
Entry Spread Now
−0.051%
Eaten by executionL 0.005870 · S 0.005867−$5.11 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
+$7.31
+0.07%
$Avg Daily PnL
+$3.33
+0.0333%
★Best Day
+$5.83
Nov 8
◎Open Interest
MEXC$5.24M
BloFin$1.03M⚡Funding APR
+12.15%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
4.8d
to break even
◧24h Volume
MEXC$2.14MBloFin$543.2KLoading 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.