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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 ~2.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.92%
3d Period Avg+71.53%
swing±28.05%
LONG Lighter · now
−12.27%
3d avg:−2.15%
SHORT Crypto.com · nowAAVEUSD-PERP
+15.65%
3d avg:+69.38%
Entry Spread Now
−0.096%
Eaten by executionL 125.6010 · S 125.4810−$9.55 if it converges
24h range −0.32%…+0.15% · median −0.03%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$39.32
+0.39%
$Avg Daily PnL
+$19.59
+0.1959%
★Best Day
+$26.71
Nov 2
◎Open Interest
Lighter$5.66M
Crypto.com$33.2K⚡Funding APR
+71.49%
annualized · funding only
⚠Execution Cost
−$19.44
entry + exit fees
⏱Payback
23.8h
to break even
◧24h Volume
Lighter$5.34MCrypto.com$19.8KLoading 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 (−$19.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.