CRM · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.12% 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 | +$11.73 | -$38.27 | -$88.27 |
| Round-trip fees | −$26.00 | −$26.00 | −$26.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.19 | +$0.19 | +$0.19 |
| Net potential | -$14.08 | -$64.08 | -$114.08 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.11%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 188 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
- $196.1600
- Exchange Ticker
- CRMUSDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(8h)
- -6.13%
- OI
- $16.49K
- 24h Vol
- $107.45K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $196.3900
- Exchange Ticker
- CRM_USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- +10.95%
- OI
- $181.49K
- 24h Vol
- $8.21K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short153 long / 87 short samples · 2 days · auto-refresh every 30s