FIL · 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 0.54% 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 | +$53.97 | +$3.97 | -$46.03 |
| Round-trip fees | −$17.00 | −$17.00 | −$17.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.55 | +$0.55 | +$0.55 |
| Net potential | +$37.52 | -$12.48 | -$62.48 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.39% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 26 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 · 270 samples
- Mark Price
- $0.6856
- Exchange Ticker
- FILUSD-PERP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(1h)
- -35.58%
- OI
- $8.66K
- 24h Vol
- $1.16K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.6893
- Exchange Ticker
- FIL
- Taker / Maker
- 0.035% / 0.005%
- Funding APR(1h)
- +12.72%
- OI
- $26.05K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short258 long / 146 short samples · 2 days · auto-refresh every 30s