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updated —SP500 Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+25.51%
swing±41.58%
LONG Pacifica · now
+10.96%
3d avg:−15.29%
SHORT WOOFi Pro · nowPERP_SPX500_USDC
+10.96%
3d avg:+10.22%
Entry Spread Now
−0.147%
Against youL ask 7,541.1 · S bid 7,530−$14.72 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
−$186.86
−1.87%
$Avg Daily PnL
+$7.50
+0.0750%
★Best Day
+$11.04
Nov 12
◎Open Interest
Pacifica$188.1K
WOOFi Pro$369.2K⚡Funding APR
+27.36%
annualized · funding only
⚠Execution Cost
−$209.35
entry + exit fees
⏱Payback
27.9d
to break even
◧24h Volume
Pacifica$70.0KWOOFi Pro$600.1KLoading 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 (−$209.35 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.