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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
+6.84%
7d Period Avg+10.21%
swing±7.31%
LONG Variational · now
+4.12%
7d avg:−0.50%
SHORT Aster · now
+10.96%
7d avg:+9.71%
Entry Spread Now
+0.156%
In your favorL 107.2140 · S 107.3808+$15.55 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
+$11.56
+0.12%
$Avg Daily PnL
+$2.79
+0.0279%
★Best Day
+$3.60
Nov 10
◎Open Interest
Variational$2.30M
Aster$733.3K⚡Funding APR
+10.20%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
Variational$1.27MAster$255.5KLoading 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.