$136.95 on $10k (3 Days) — ENJUSDT Funding Arbitrage (BTSE Long / BITUNIX Short)

This article is based on real funding rates captured for ENJUSDT 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 three days, cumulative funding return on the position was +1.3695% on position value, which scales to about $136.95 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: $136.95 on $10,000 position value from funding accumulated over the window (+1.3695% cumulative), before fees. Avoid framing the headline outcome as “+1.3695 USDT” when that mirrors the percent — readers confuse it with $1.37 instead of **$137** on ten thousand.

Funding cycle

For ENJUSDT perpetuals, BTSE funds every hour. BITUNIX funds every four hours, at the :30 marks (for example 1:30, 5:30, 9:30 AM and PM). Confirm schedules on each exchange’s contract specifications.

When funding schedules differ

BTSE (1h) and BITUNIX (4h) settle on different clocks: funding still accrues on each exchange on its own timetable, and holding through several days lets positive carry stack when the spread persists (fees and regime change apply).

Use Alerts — negative projection and cycle PnL / risk projection — when forward-looking projected funding P/L falls below your tolerance. Portfolio Management keeps BTSE long and BITUNIX short sizes reconciled live.

For the same funding cadence on both exchanges (no 1h vs 4h split), see the CHIPUSDT case study.

Full interval log (BTSE Long / BITUNIX Short)

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

Cumulative +1.3695% on position value over the full window ≈ $136.95 at $10,000 before fees (Position value × 1.3695%).

What this window shows

Across the period, BTSE versus BITUNIX funding produced net positive carry for BTSE Long / BITUNIX Short. Some intervals are slightly negative; the cumulative +1.3695% is what mattered for this hedge over the logged span.

Same cumulative % at different position values

Scaling the +1.3695% 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.