CAP · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.36% 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 | +$36.02 | -$13.98 | -$63.98 |
| Round-trip fees | −$27.00 | −$27.00 | −$27.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.84 | +$0.84 | +$0.84 |
| Net potential | +$9.86 | -$40.14 | -$90.14 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.32% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 425 comparable episodes over 7D. Check the position roughly every ~1h.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 1,981 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
- $0.07218
- Exchange Ticker
- CAPUSDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(4h)
- -280.08%
- OI
- $382.47K
- 24h Vol
- $327.63K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Bybit(cex)- Mark Price
- $0.07244
- Exchange Ticker
- CAPUSDT
- Taker / Maker
- 0.055% / 0.02%
- Funding APR(4h)
- -206.88%
- OI
- $10.37M
- 24h Vol
- $17.46M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1966 long / 1966 short samples · 8 days · auto-refresh every 30s