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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 ~11d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.25%
3d Period Avg+3.25%
swing±6.27%
LONG Variational · now
+4.10%
3d avg:+1.07%
SHORT Binance Futures · now
+7.35%
3d avg:+4.32%
Entry Spread Now
+0.079%
In your favorL 107.1655 · S 107.2500+$7.89 if it converges
24h range −0.49%…+0.55% · median +0.09%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$7.33
−0.07%
$Avg Daily PnL
+$0.89
+0.0089%
★Best Day
+$1.61
Nov 11
◎Open Interest
⚡Funding APR
+3.25%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
11.2d
to break even
◧24h Volume
Loading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.