CFX · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.08% 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 | +$7.56 | -$42.44 | -$92.44 |
| Round-trip fees | −$19.00 | −$19.00 | −$19.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.39 | +$0.39 | +$0.39 |
| Net potential | -$11.05 | -$61.05 | -$111.05 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.06% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 50 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 · 258 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.
- Mark Price
- $0.04286
- Exchange Ticker
- CFXUSDT
- Taker / Maker
- 0.04% / 0.01%
- Funding APR(1h)
- -23.13%
- OI
- $4.24K
- 24h Vol
- $2.05K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.04289
- Exchange Ticker
- CFXUSDT
- Taker / Maker
- 0.055% / 0.02%
- Funding APR(8h)
- +10.95%
- OI
- $1.95M
- 24h Vol
- $310.26K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short223 long / 224 short samples · 2 days · auto-refresh every 30s