I don't use a sword for Jolly. Three hits and I'm usually KO'ed. Not a good thing.
I typically pull out my sword around wave 3, or whenever the enemies get too big to use Wither effectively. I then use my Bejeweled Broadsword, or my War Broadsword... at least, I think it's that one! It's the one with Hurricane Slash, but mine's only a Rare version.
When Keg Runners come out, it's onto the repeater pistols, with broadswords for everything but the Keg Runners
Jolly I use a Holy Musket for. I stand well out of his range, backing up when needed.
In other words, the Bejeweled Broadsword or the other listed above.