CAP · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.39% 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 | +$38.55 | -$11.45 | -$61.45 |
| Round-trip fees | −$27.00 | −$27.00 | −$27.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$1.77 | +$1.77 | +$1.77 |
| Net potential | +$13.32 | -$36.68 | -$86.68 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.25% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 46 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 · 254 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.
WEEX(cex)- Mark Price
- $0.07003
- Exchange Ticker
- CAPUSDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(4h)
- -165.34%
- OI
- $380.70K
- 24h Vol
- $388.55K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Bybit(cex)- Mark Price
- $0.07030
- Exchange Ticker
- CAPUSDT
- Taker / Maker
- 0.055% / 0.02%
- Funding APR(4h)
- -10.26%
- OI
- $9.74M
- 24h Vol
- $19.53M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short232 long / 234 short samples · 2 days · auto-refresh every 30s