COTI · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.69% 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 | +$69.00 | +$19.00 | -$31.00 |
| Round-trip fees | −$22.00 | −$22.00 | −$22.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.79 | −$0.79 | −$0.79 |
| Net potential | +$46.21 | -$3.79 | -$53.79 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.71%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 230 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.
Bitget(cex)- Mark Price
- $0.01000
- Exchange Ticker
- COTIUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(1h)
- -120.89%
- OI
- $2.61M
- 24h Vol
- $1.33M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Binance Futures(cex)- Mark Price
- $0.01007
- Exchange Ticker
- COTIUSDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(1h)
- -189.69%
- OI
- $6.23M
- 24h Vol
- $15.52M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short186 long / 187 short samples · 2 days · auto-refresh every 30s