$336.53 on $10k (7 Days) — CHIPUSDT Funding Arbitrage (BTSE Long / BITUNIX Short)

This article is based on real funding rates captured for CHIPUSDT on BTSE and BITUNIX over the window below — not a synthetic example. The table rows are the intervals where both exchanges’ funding inputs were logged into the analysis.

Strategy: BTSE Long / BITUNIX Short. Over seven days, cumulative funding return on the position was +3.3653% on position value, which scales to about $336.53 on a $10,000 deployment before trading fees — i.e. the profit you would target from funding carry if you had run this hedge through the same period (fees and execution would reduce realized P/L in practice).

Best outcome in this dataset: $336.53 on $10,000 position value from funding accumulated over the window (+3.3653% cumulative), before fees. Avoid framing that as “+3.3653 USDT” when it mirrors the percent — readers confuse it with $3 instead of **$336** on ten thousand.

Funding cycle

BTSE and BITUNIX both use 4-hour funding for CHIPUSDT perpetuals in this capture: funding settles every four hours on the :30 clock (for example 1:30, 5:30, 9:30 AM and PM). Confirm the live interval on each exchange’s contract specifications. When the two exchanges run on different funding clocks (for example 1h vs 4h), see the ENJUSDT case study.

Interval P/L moves row to row; over the full seven-day window the cumulative +3.3653% defined this hedge. Alerts (negative projection, cycle PnL / risk projection) help you exit or resize when projected funding P/L falls through your floor. Portfolio Management keeps BTSE and BITUNIX notionals matched.

Full interval log (BTSE Long / BITUNIX Short)

Funding columns show published funding % per interval. The interval P/L column is the strategy’s incremental result for that row (%). The Total row shows cumulative funding return % over the full window.

Cumulative +3.3653% on position value over the full window ≈ $336.53 at $10,000 before fees (Position value × 3.3653%).

What this window shows

Across the period, BTSE versus BITUNIX funding produced net positive carry for BTSE Long / BITUNIX Short. Several intervals are slightly negative on a per-interval basis; the cumulative +3.3653% is what mattered for this hedge over the logged span. Standout positive intervals include 4/29/2026, 9:30:00 AM (+0.4026%) and 4/27/2026, 1:30:00 AM (+0.4584%), when rate divergence between exchanges was wide.

Same cumulative % at different position values

Scaling the +3.3653% return by position size (before fees):

Caveats

Past funding data does not guarantee future returns — funding sign and magnitude change, fees and slippage matter, and operational risk exists. Always validate live funding and depth before sizing.

Run this workflow in ArbiSight

1. Live Crypto Arbitrage
2. Arbitrage Profits
3. Orderbook Snapshot
4. Portfolio Management
5. Alerts — projection / cycle alerts for exit timing

Disclaimer: Educational material only; not financial advice. Live markets differ from any historical funding window.