FF · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.20%, but entry and exit cost 0.27% of the position. The trade is a loss at entry regardless of how the spread moves afterwards. Reduce the size, or pick another pair.
Three scenarios: the current spread 0.20% 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 | +$19.62 | -$30.38 | -$80.38 |
| Round-trip fees | −$27.00 | −$27.00 | −$27.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.00 | −$0.00 | −$0.00 |
| Net potential | -$7.38 | -$57.38 | -$107.38 |
⏱ 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 67 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 · 285 samples
KuCoin(cex)- Mark Price
- $0.09172
- Exchange Ticker
- FFUSDTM
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +10.96%
- OI
- $715.70K
- 24h Vol
- $621.53K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Gate.io(cex)- Mark Price
- $0.09190
- Exchange Ticker
- FF_USDT
- Taker / Maker
- 0.075% / -0.01%
- Funding APR(4h)
- +10.96%
- OI
- $9.40M
- 24h Vol
- $527.30K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short262 long / 257 short samples · 2 days · auto-refresh every 30s