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updated —AAVE Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+115.84%
1d Period Avg+96.28%
swing±11.71%
LONG KuCoin · nowAAVEUSDTM
−25.09%
1d avg:−23.40%
SHORT Crypto.com · nowAAVEUSD-PERP
+90.75%
1d avg:+72.88%
Entry Spread Now
−0.050%
Eaten by executionL 136.6500 · S 136.5810−$5.05 if it converges
24h range −0.61%…+0.31% · median −0.05%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$3.05
+0.03%
$Avg Daily PnL
+$25.05
+0.2505%
★Best Day
+$12.78
Oct 31
◎Open Interest
KuCoin$12.16M
Crypto.com$47.9K⚡Funding APR
+91.45%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
21.1h
to break even
◧24h Volume
KuCoin$33.35MCrypto.com$21.4KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.