FF · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.05%, but entry and exit cost 0.49% 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 0.05% 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 | +$5.35 | -$44.65 | -$94.65 |
| Round-trip fees | −$15.00 | −$15.00 | −$15.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.36 | +$0.36 | +$0.36 |
| Net potential | -$43.27 | -$93.27 | -$143.27 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.09%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 277 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.
Lighter(dex)- Mark Price
- $0.1309
- Exchange Ticker
- FF-USDC
- Taker / Maker
- 0% / 0%
- Funding APR(1h)
- +10.52%
- OI
- $137.90K
- 24h Vol
- $14.91K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Gate.io(cex)- Mark Price
- $0.1309
- Exchange Ticker
- FF_USDT
- Taker / Maker
- 0.075% / -0.01%
- Funding APR(4h)
- +41.86%
- OI
- $27.57M
- 24h Vol
- $1.70M
259 long / 266 short samples · 2 days · auto-refresh every 30s