BANANA · Convergence Trade
Sparse data (29% 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
Three scenarios: the current spread 0.29% 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 | +$29.26 | -$20.74 | -$70.74 |
| 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 | +$7.14 | -$42.86 | -$92.86 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.13% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 23 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 · 134 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
- $3.7600
- Exchange Ticker
- BANANAUSDTM
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +10.95%
- OI
- $418.68K
- 24h Vol
- $33.09K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Gate.io(cex)- Mark Price
- $3.7710
- Exchange Ticker
- BANANA_USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- +0.33%
- OI
- $87.51K
- 24h Vol
- $51.68K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short84 long / 86 short samples · 2 days · auto-refresh every 30s