STRATEGY 02•Difficulty: Medium
Long + Short
Leverage available on both sides. Long futures on the underpriced exchange, short futures on the overpriced one. Higher capital efficiency with margin trading.
How It Works
LEG A — Exchange A
LONG Futures
Lower price
Net Spread
LEG B — Exchange B
SHORT Futures
Higher price
Example with 3x leverage:
Capital deployed$1,000
Position size (3x)$3,000
Spread captured2.22%
Gross profit$66.60
ROI on capital6.66%
Advantages
- Higher capital efficiency with leverage
- No need to hold spot assets
- Can profit from both directions
- Extra profit from funding-rate differential
Important
- !Both legs have liquidation risk
- !Requires active margin monitoring
- !Funding rates affect both positions
Key Parameters
- Min Net Spread
- 0.4–1.4%
- Double futures fees — paid on both exchanges
- Leverage
- 1–3x
- On both legs
- Hold Time
- Minutes–Hours
- Shorter due to funding
- Risk Level
- Medium
- Double liquidation risk
Live Long+Short Signals (example)
18 active
| Pair | Route | Net Spread | Depth | Execute |
|---|---|---|---|---|
| ETH/USDT | KuCoin ↔ Bybit | +0.28% | $41.2K | Execute |
| BTC/USDT | Gate ↔ Binance | +0.22% | $55.8K | Execute |
| ARB/USDT | CoinEx ↔ KuCoin | +0.19% | $12.4K | Execute |