BTC · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.26% 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 | +$26.03 | -$23.97 | -$73.97 |
| Round-trip fees | −$17.00 | −$17.00 | −$17.00 |
| Slippage(orderbook) | −$8.73 | −$8.73 | −$8.73 |
| Funding drag(est. 1h hold) | +$0.41 | +$0.41 | +$0.41 |
| Net potential | +$0.71 | -$49.29 | -$99.29 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.04% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 3 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 · 283 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.
Aftermath(dex)- Mark Price
- $84,706.55
- Exchange Ticker
- BTC
- Taker / Maker
- 0.045% / -0.005%
- Funding APR(1h)
- -24.75%
- OI
- $117.13K
- 24h Vol
- $596.38K
Pacifica(dex)- Mark Price
- $84,927
- Exchange Ticker
- BTC
- Taker / Maker
- 0.04% / 0.015%
- Funding APR(1h)
- +10.96%
- OI
- $23.17M
- 24h Vol
- $248.50M
280 long / 283 short samples · 2 days · auto-refresh every 30s