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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 ~4.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.75%
3d Period Avg+7.53%
swing±5.57%
LONG Variational · now
+4.21%
3d avg:+1.08%
SHORT Aster · now
+10.96%
3d avg:+8.61%
Entry Spread Now
+0.118%
In your favorL 107.2130 · S 107.3400+$11.85 if it converges
24h range −0.41%…+0.55% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$1.82
−0.02%
$Avg Daily PnL
+$2.06
+0.0206%
★Best Day
+$1.88
Nov 13
◎Open Interest
Variational$2.30M
Aster$731.4K⚡Funding APR
+7.52%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
3.9d
to break even
◧24h Volume
Variational$1.27MAster$259.5KLoading 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 (−$8.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.