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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 ~21d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.89%
3d Period Avg+40.61%
swing±40.35%
LONG Gate.io · now
+10.96%
3d avg:+2.12%
SHORT KuCoin · nowJELLYJELLYUSDTM
+34.84%
3d avg:+42.73%
Entry Spread Now
+0.152%
Eaten by executionL 0.03935 · S 0.03941+$15.25 if it converges
24h range −3.33%…+1.17% · median +0.15%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$101.11
−1.01%
$Avg Daily PnL
+$11.12
+0.1112%
★Best Day
+$14.60
Nov 12
◎Open Interest
Gate.io$1.14M
KuCoin$5.60M⚡Funding APR
+40.59%
annualized · funding only
⚠Execution Cost
−$134.47
entry + exit fees
⏱Payback
12.1d
to break even
◧24h Volume
Gate.io$76.4KKuCoin$973.2KLoading 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 (−$134.47 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.