GPRO · Convergence Trade
Sparse data (6% of expected samples) — statistics may be unreliable
Forward-fill used for gaps in mark-price history. Smaller window or current spread reading more trustworthy than long-range stats.
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 0.24% 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 | +$24.20 | -$25.80 | -$75.80 |
| Round-trip fees | −$10.00 | −$10.00 | −$10.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.00 | −$0.00 | −$0.00 |
| Net potential | +$14.20 | -$35.80 | -$85.80 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.16% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 1 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 · 22 samples
Insufficient samples for percentile
Need at least 30 observations — got 22. Try larger period or check back after more data accumulates.
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.
- Mark Price
- $1.3552
- Exchange Ticker
- GPRO
- Taker / Maker
- 0% / 0%
- Funding APR(8h)
- +0.00%
- OI
- $19.45K
- 24h Vol
- $97.11K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $1.3585
- Exchange Ticker
- GPRO-USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- +0.00%
- OI
- $8.94K
- 24h Vol
- $285.77K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short18 long / 18 short samples · 1 day · auto-refresh every 30s