BA · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.14% 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 | +$13.98 | -$36.02 | -$86.02 |
| Round-trip fees | −$22.00 | −$22.00 | −$22.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.12 | +$0.12 | +$0.12 |
| Net potential | -$7.90 | -$57.90 | -$107.90 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.17%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 270 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.
Bitget(cex)- Mark Price
- $221.7200
- Exchange Ticker
- BAUSDT
- Taker / Maker
- 6 / 2 bps
- Funding APR(8h)
- +0.00%
- OI
- $138.04K
- 24h Vol
- $207.36K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Gate.io(cex)- Mark Price
- $222.0300
- Exchange Ticker
- BA_USDT
- Taker / Maker
- 5 / 2 bps
- Funding APR(8h)
- +10.95%
- OI
- $107.30K
- 24h Vol
- $36.37K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short235 long / 233 short samples · 2 days · auto-refresh every 30s