ALICE · Convergence Trade
Sparse data (34% of expected samples) — statistics may be unreliable
Forward-fill used for gaps in mark-price history. Smaller window or current spread reading more trustworthy than long-range stats.
Profit Calculator
This spread does not cover its own costs
The spread is 0.06%, but entry and exit cost 0.22% of the position. The trade is a loss at entry regardless of how the spread moves afterwards. Reduce the size, or pick another pair.
Three scenarios: the current spread 0.06% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.50% | 1.00% |
|---|---|---|---|
| Gross profit | +$5.93 | -$44.07 | -$94.07 |
| Round-trip fees | −$22.00 | −$22.00 | −$22.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.45 | +$0.45 | +$0.45 |
| Net potential | -$15.62 | -$65.62 | -$115.62 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.11%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 136 samples
Live spread — order book
on size $10,000Rebuilt from stored order books (last 3h) and updated every ~15s while the page is open. IN is the spread to open the position, OUT is the spread to close it; positive means the trade works in your favour. Both are walked for your position size, so they already include what depth costs you.
Binance Futures(cex)- Mark Price
- $0.1686
- Exchange Ticker
- ALICEUSDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(4h)
- +10.96%
- OI
- $3.42M
- 24h Vol
- $6.61M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Toobit(cex)- Mark Price
- $0.1687
- Exchange Ticker
- ALICE-SWAP-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +49.98%
- OI
- $300.04K
- 24h Vol
- $737.46K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short98 long / 93 short samples · 2 days · auto-refresh every 30s