← Back to Screener
updated —SP500 Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.3d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+50.23%
3d Period Avg−4.15%
swing±25.22%
LONG Toobit · nowSPX500-SWAP-USDT
−6.50%
3d avg:−6.33%
SHORT Aftermath · nowUS500
+43.73%
3d avg:−10.48%
Entry Spread Now
−0.069%
Against youL ask 7,600 · S bid 7,594.76−$6.89 at entry
24h range −0.18%…+0.16% · median −0.06%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$63.26
−0.63%
$Avg Daily PnL
−$1.22
−0.0122%
★Best Day
+$2.58
Oct 31
◎Open Interest
Toobit$564.5K
Aftermath$7.8K⚡Funding APR
−4.44%
annualized · funding only
⚠Execution Cost
−$59.61
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Toobit$64.1KAftermath$73.3KLoading 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 (−$59.61 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.