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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
+114.31%
3d Period Avg+78.65%
swing±50.39%
LONG KuCoin · nowAAVEUSDTM
−23.56%
3d avg:−13.03%
SHORT Crypto.com · nowAAVEUSD-PERP
+90.75%
3d avg:+65.62%
Entry Spread Now
−0.054%
Eaten by executionL 137.5600 · S 137.4860−$5.38 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
+$41.65
+0.42%
$Avg Daily PnL
+$21.22
+0.2122%
★Best Day
+$27.24
Oct 30
◎Open Interest
KuCoin$12.25M
Crypto.com$48.3K⚡Funding APR
+77.44%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.0d
to break even
◧24h Volume
KuCoin$33.43MCrypto.com$20.8KLoading 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.