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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 ~5.0d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.84%
1d Period Avg+4.87%
swing±19.73%
LONG Toobit · nowSPX500-SWAP-USDT
−6.50%
1d avg:−6.49%
SHORT Aftermath · nowUS500
+36.34%
1d avg:−1.62%
Entry Spread Now
−0.089%
Against youL ask 7,600 · S bid 7,593.25−$8.88 at entry
24h range −0.19%…+0.16% · median −0.07%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$57.43
−0.57%
$Avg Daily PnL
+$0.91
+0.0091%
★Best Day
+$1.22
Nov 1
◎Open Interest
Toobit$577.8K
Aftermath$7.8K⚡Funding APR
+3.33%
annualized · funding only
⚠Execution Cost
−$58.34
entry + exit fees
⏱Payback
2.1mo
to break even
◧24h Volume
Toobit$63.4KAftermath$73.9KLoading 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 (−$58.34 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.