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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 ~4.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.13%
7d Period Avg+42.52%
swing±43.96%
LONG Gate.io · now
+10.96%
7d avg:+4.60%
SHORT KuCoin · nowJELLYJELLYUSDTM
+33.09%
7d avg:+47.12%
Entry Spread Now
+0.183%
In your favorL 0.03940 · S 0.03947+$18.27 if it converges
24h range −3.33%…+1.17% · median +0.16%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$54.48
+0.54%
$Avg Daily PnL
+$11.64
+0.1164%
★Best Day
+$27.25
Nov 11
◎Open Interest
Gate.io$1.14M
KuCoin$5.60M⚡Funding APR
+42.49%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
Gate.io$76.2KKuCoin$968.0KLoading 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.