B2 · Convergence Trade
Profit Calculator
Slippage is not in these figures yet — the order book is still loading. Breakeven is understated and tradeability overstated until it arrives; wait for the refresh before judging the trade.
Three scenarios: the current spread 0.37% 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 | +$36.87 | -$13.13 | -$63.13 |
| Round-trip fees | −$27.00 | −$27.00 | −$27.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.10 | +$0.10 | +$0.10 |
| Net potential | +$9.97 | -$40.03 | -$90.03 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.08% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 15 comparable episodes over 1D. Check the position roughly every ~1h.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 280 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
- $0.5153
- Exchange Ticker
- B2USDTM
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +97.08%
- OI
- $886.22K
- 24h Vol
- $41.31K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Gate.io(cex)- Mark Price
- $0.5172
- Exchange Ticker
- B2_USDT
- Taker / Maker
- 0.075% / -0.01%
- Funding APR(4h)
- +105.41%
- OI
- $1.22M
- 24h Vol
- $80.12K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short233 long / 226 short samples · 1 day · auto-refresh every 30s