ARC · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.16% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.5% | 1.0% |
|---|---|---|---|
| Gross profit | +$15.78 | -$34.22 | -$84.22 |
| Round-trip fees | −$22.00 | −$22.00 | −$22.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.16 | +$0.16 | +$0.16 |
| Net potential | -$6.06 | -$56.06 | -$106.06 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.15% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 446 comparable episodes over 7D. Check the position roughly every ~1h.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 1,973 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.
KuCoin(cex)- Mark Price
- $0.07379
- Exchange Ticker
- ARCUSDTM
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +10.95%
- OI
- $2.18M
- 24h Vol
- $992.43K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Pionex(cex)- Mark Price
- $0.07391
- Exchange Ticker
- ARC_USDT_PERP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(4h)
- +24.89%
- OI
- $26.19K
- 24h Vol
- $33.42K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1563 long / 1966 short samples · 8 days · auto-refresh every 30s