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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 ~2.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.75%
3d Period Avg+14.85%
swing±22.20%
LONG Lighter · now
−9.64%
3d avg:+1.85%
SHORT BloFin · now
+24.11%
3d avg:+16.70%
Entry Spread Now
+0.098%
Eaten by executionL 124.6080 · S 124.7300+$9.79 if it converges
24h range −0.10%…+0.25% · median +0.06%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$5.98
−0.06%
$Avg Daily PnL
+$5.15
+0.0515%
★Best Day
+$12.80
Nov 2
◎Open Interest
Lighter$5.61M
BloFin$3.44M⚡Funding APR
+18.81%
annualized · funding only
⚠Execution Cost
−$21.44
entry + exit fees
⏱Payback
4.2d
to break even
◧24h Volume
Lighter$5.36MBloFin$2.44MLoading 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 (−$21.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.