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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 ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+61.32%
30d Period Avg+9.81%
swing±23.35%
LONG Gate.io · now
−45.36%
30d avg:+6.74%
SHORT BloFin · now
+15.95%
30d avg:+16.55%
Entry Spread Now
+0.242%
In your favorL 0.04130 · S 0.04140+$24.21 if it converges
24h range −5.89%…+1.53% · median +0.20%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$53.54
+0.54%
$Avg Daily PnL
+$2.68
+0.0268%
★Best Day
+$11.70
Nov 7
◎Open Interest
Gate.io$1.22M
BloFin$274.7K⚡Funding APR
+9.80%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
10.1d
to break even
◧24h Volume
Gate.io$325.7KBloFin$12.0KLoading 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.