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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 ~247d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.09%
1d Period Avg+33.05%
swing±57.33%
LONG Pacifica · now
+7.86%
1d avg:−22.14%
SHORT WOOFi Pro · nowPERP_SPX500_USDC
+10.96%
1d avg:+10.91%
Entry Spread Now
−0.164%
Against youL ask 7,542.4 · S bid 7,530−$16.44 at entry
24h range −0.10%…+0.22% · median −0.02%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.040%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$201.59
−2.02%
$Avg Daily PnL
+$7.82
+0.0782%
★Best Day
+$8.58
Nov 14
◎Open Interest
Pacifica$188.1K
WOOFi Pro$369.2K⚡Funding APR
+28.55%
annualized · funding only
⚠Execution Cost
−$209.41
entry + exit fees
⏱Payback
26.8d
to break even
◧24h Volume
Pacifica$69.9KWOOFi 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 (−$209.41 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.