Gauntlet | Jupiter Markets Update: 7-Day Insights (2024-09-30 through 2024-10-07)

Jupiter Markets Update: 7-Day Insights

Summary

Gauntlet is regularly posting rolling seven-day market updates to notify the Jupiter community about:

  1. Trader PnLs - signaling the health of the ecosystem and market dynamics;
  2. Market competitiveness with Binance (leading CEX) - indicating Jupiter’s position against the most liquid venue for trading perpetuals;
  3. JLP price and Sharpe ratio vs JLP index - demonstrating JLP’s attractiveness compared to a weighted asset index.

These seven-day market updates aim to inform the Jupiter community about the health of the perpetual ecosystem through metrics not currently tracked on our live dashboard (Risk Dashboard). This complementary information provides a more comprehensive view of Jupiter’s market performance and ecosystem dynamics.

Analysis

SOL PnL

Win Rate: 47.2%

Net PnL: -$7.44M

Gross PnL: -$2.31M

SOL trading saw a win rate of 47.2%. Net PnL dropped to -$7.44M, while gross PnL also took a hit at -$2.31M. Despite high total open interest at $1.43B, traders struggled to stay profitable this week, likely due to deteriorated market conditions.

SOL Competitiveness with Binance

All-in Trading Fees: Binance continues to offer lower fees than Jupiter for all trade sizes, from $400K to $2.5M.

Long Funding/Borrow Rates: Jupiter’s borrow rates remain significantly higher (35%-40%) than Binance’s (<10%), making Binance more attractive for traders holding long positions.

BTC PnL

Win Rate: 44.6%

Net PnL: -$1.40M

Gross PnL: -$363.22K

BTC traders had a win rate of 44.6%, and while net PnL saw some improvement, bringing losses to -$1.40M, gross PnL was still negative at -$363.22K. BTC traders continue to struggle with profitability, although the situation shows signs of stabilizing.


BTC Competitiveness with Binance

No major changes in BTC competitiveness compared to Binance. Binance still offers superior liquidity and lower slippage, especially for large trades.

ETH PnL

Win Rate: 43.8%

Net PnL: -$261.22K

Gross PnL: +$8.49K

ETH trading remains challenging, with a win rate of 43.8%. Net PnL was down to -$261.22K, while gross PnL barely made it positive at $8.49K. This suggests that, while trading volumes remained decent, profitability remains difficult for most ETH traders.


ETH Competitiveness with Binance

• Jupiter remains competitive for larger ETH trades, but Binance continues to dominate in terms of lower fees and better all-in costs, particularly for small trades and longer holding periods.

JLP Price vs. Index

Price Performance: JLP continues to track closely with its index, maintaining stability in the market.

Sharpe Ratio: The Sharpe ratio remains higher for JLP compared to its index, showcasing strong risk-adjusted returns for liquidity providers.

Closing Thoughts

This week saw a marked decline in performance across SOL, BTC, and ETH markets. SOL traders experienced the largest setback, with net PnL dropping by $11.48M WoW, going from $4.04M to -$7.44M. BTC traders also faced significant losses, with net PnL falling by $1.38M WoW. ETH traders struggled as well, with net PnL worsening by $159.36K.

If you have any questions about our current methodology, please contact @riskringer on Telegram or Twitter.
To view our live dashboard with other important metrics, follow this link .

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Top notch overview as usual, thank you for the effort!

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