ARB · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.04%, but entry and exit cost 0.13% 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 0.04% 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 | +$3.58 | -$46.42 | -$96.42 |
| Round-trip fees | −$13.00 | −$13.00 | −$13.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.04 | −$0.04 | −$0.04 |
| Net potential | -$9.46 | -$59.46 | -$109.46 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.04%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 284 samples
- Mark Price
- $0.1399
- Exchange Ticker
- ARB_USDT
- Taker / Maker
- 0.02% / 0%
- Funding APR(8h)
- -9.42%
- OI
- $11.77M
- 24h Vol
- $9.38M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.1399
- Exchange Ticker
- ARB
- Taker / Maker
- 0.045% / 0.015%
- Funding APR(1h)
- -12.52%
- OI
- $13.51M
- 24h Vol
- $4.58M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short280 long / 284 short samples · 2 days · auto-refresh every 30s