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updated —SP500 Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.73%
1d Period Avg−18.02%
swing±10.43%
LONG Aftermath · nowUS500
−28.22%
1d avg:+28.98%
SHORT WOOFi Pro · nowPERP_SPX500_USDC
+9.51%
1d avg:+10.96%
Entry Spread Now
−0.059%
Against youL ask 7,612.99 · S bid 7,608.48−$5.93 at entry
24h range −0.16%…+0.08% · median −0.05%
Long pays every1hShort pays every8h
LONGmaker-0.005%/taker0.045%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$24.56
−0.25%
$Avg Daily PnL
−$1.11
−0.0111%
★Best Day
+$0.95
Nov 2
◎Open Interest
Aftermath$8.0K
WOOFi Pro$344.8K⚡Funding APR
−4.06%
annualized · funding only
⚠Execution Cost
−$23.45
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Aftermath$72.9KWOOFi Pro$270.9KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$23.45 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.