FIL · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.10% 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 | +$10.50 | -$39.50 | -$89.50 |
| Round-trip fees | −$21.00 | −$21.00 | −$21.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.38 | +$0.38 | +$0.38 |
| Net potential | -$10.12 | -$60.12 | -$110.12 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.12%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 272 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.
Bybit(cex)- Mark Price
- $0.6665
- Exchange Ticker
- FILPERP
- Taker / Maker
- 0.055% / 0.02%
- Funding APR(4h)
- -21.91%
- OI
- $55.96K
- 24h Vol
- $2.69K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
OKX(cex)- Mark Price
- $0.6672
- Exchange Ticker
- FIL-USDT-SWAP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- +10.95%
- OI
- $12.55M
- 24h Vol
- $18.67M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short272 long / 272 short samples · 2 days · auto-refresh every 30s