COP · Convergence Trade
Sparse data (41% 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 0.67% 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 | +$66.97 | +$16.97 | -$33.03 |
| Round-trip fees | −$26.00 | −$26.00 | −$26.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.26 | +$0.26 | +$0.26 |
| Net potential | +$41.23 | -$8.77 | -$58.77 |
⏱ Hold time (estimated from history)
Not enough comparable episodes in the 1D history to estimate timing — pick a larger window (7D / 30D) where the spread has been this wide before.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 170 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
- $125.4300
- Exchange Ticker
- COPUSDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(8h)
- -11.45%
- OI
- $663.92K
- 24h Vol
- $52.57K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $126.2700
- Exchange Ticker
- COP_USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- +10.95%
- OI
- $15.99K
- 24h Vol
- $112.00
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short118 long / 75 short samples · 2 days · auto-refresh every 30s