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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 ~22d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.87%
1d Period Avg+27.71%
swing±8.85%
LONG MEXC · nowSPX500_USDT
−21.91%
1d avg:−16.80%
SHORT WOOFi Pro · nowPERP_SPX500_USDC
+10.96%
1d avg:+10.91%
Entry Spread Now
−0.286%
Against youL ask 7,551.6 · S bid 7,530−$28.60 at entry
24h range −0.17%…+0.16% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$194.48
−1.94%
$Avg Daily PnL
+$7.59
+0.0759%
★Best Day
+$5.99
Nov 14
◎Open Interest
MEXC$41.33M
WOOFi Pro$369.5K⚡Funding APR
+27.70%
annualized · funding only
⚠Execution Cost
−$202.07
entry + exit fees
⏱Payback
26.6d
to break even
◧24h Volume
MEXC$14.67MWOOFi Pro$600.5KLoading 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 (−$202.07 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.