BA · Convergence Trade
Sparse data (32% 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 0.13%, but entry and exit cost 1.69% 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 0.13% 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 | +$13.16 | -$36.84 | -$86.84 |
| Round-trip fees | −$28.00 | −$28.00 | −$28.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.05 | −$0.05 | −$0.05 |
| Net potential | -$155.48 | -$205.48 | -$255.48 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.07% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 10 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 · 142 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
- $197.6200
- Exchange Ticker
- BAUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- +0.00%
- OI
- $424.12K
- 24h Vol
- $69.84K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
WEEX(cex)- Mark Price
- $197.8800
- Exchange Ticker
- BAUSDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(8h)
- -4.27%
- OI
- $735.13K
- 24h Vol
- $4.14K
91 long / 94 short samples · 2 days · auto-refresh every 30s