ETHFI · Convergence Trade
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 0.15% 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 | +$14.53 | -$35.47 | -$85.47 |
| Round-trip fees | −$4.00 | −$4.00 | −$4.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.64 | +$0.64 | +$0.64 |
| Net potential | +$11.17 | -$38.83 | -$88.83 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.11% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 64 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 · 284 samples
Lighter(dex)- Mark Price
- $0.5504
- Exchange Ticker
- ETHFI-USDC
- Taker / Maker
- 0% / 0%
- Funding APR(1h)
- -44.71%
- OI
- $498.53K
- 24h Vol
- $300.55K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
MEXC(cex)- Mark Price
- $0.5512
- Exchange Ticker
- ETHFI_USDT
- Taker / Maker
- 0.02% / 0%
- Funding APR(4h)
- +10.96%
- OI
- $3.86M
- 24h Vol
- $2.69M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short265 long / 257 short samples · 2 days · auto-refresh every 30s