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updated —JELLYJELLY Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.76%
3d Period Avg+17.24%
swing±33.46%
LONG Gate.io · now
−31.78%
3d avg:+3.42%
SHORT BloFin · now
+14.98%
3d avg:+20.66%
Entry Spread Now
−0.303%
Against youL 0.04284 · S 0.04271−$30.35 if it converges
24h range −5.89%…+1.53% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$12.84
−0.13%
$Avg Daily PnL
+$4.72
+0.0472%
★Best Day
+$6.79
Nov 12
◎Open Interest
Gate.io$1.27M
BloFin$286.6K⚡Funding APR
+17.23%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
5.7d
to break even
◧24h Volume
Gate.io$372.4KBloFin$12.3KLoading 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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.