CSOPSAMSUNG2L · Convergence Trade
Sparse data (31% 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
Slippage is not in these figures yet — the order book is still loading. Breakeven is understated and tradeability overstated until it arrives; wait for the refresh before judging the trade.
Three scenarios: the current spread 0.57% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.50% | 1.00% |
|---|---|---|---|
| Gross profit | +$57.05 | +$7.05 | -$42.95 |
| Round-trip fees | −$27.00 | −$27.00 | −$27.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$3.37 | +$3.37 | +$3.37 |
| Net potential | +$33.42 | -$16.58 | -$66.58 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.18% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 8 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 · 135 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
- $10.3410
- Exchange Ticker
- CSOPSAMSUNG2L_USDT
- Taker / Maker
- 0.075% / -0.01%
- Funding APR(4h)
- +0.00%
- OI
- $25.91K
- 24h Vol
- $5.84K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $10.4000
- Exchange Ticker
- CSOPSAMSUNG2L-SWAP-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +295.38%
- OI
- $97.35K
- 24h Vol
- $186.00K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short88 long / 93 short samples · 2 days · auto-refresh every 30s