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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 ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+55.88%
3d Period Avg+16.66%
swing±27.52%
LONG Gate.io · now
−44.49%
3d avg:+3.32%
SHORT Extended · now
+11.40%
3d avg:+19.98%
Entry Spread Now
+0.233%
In your favorL 0.04083 · S 0.04093+$23.27 if it converges
24h range −5.73%…+1.70% · median +0.14%
Long pays every4hShort pays every1h
LONGmaker-0.010%/taker0.075%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$6.50
−0.06%
$Avg Daily PnL
+$4.50
+0.0450%
★Best Day
+$5.98
Nov 14
◎Open Interest
Gate.io$1.21M
Extended$1.7K⚡Funding APR
+16.43%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
Gate.io$489.1KExtended$775Loading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.