GRAM · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.20%, but entry and exit cost 0.34% 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 | +$19.90 | -$30.10 | -$80.10 |
| Round-trip fees | −$26.00 | −$26.00 | −$26.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$1.02 | +$1.02 | +$1.02 |
| Net potential | -$14.11 | -$64.11 | -$114.11 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.13% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 66 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 · 276 samples
Backpack(cex)- Mark Price
- $1.1055
- Exchange Ticker
- GRAM_USDC_PERP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(1h)
- -68.70%
- OI
- $60.56K
- 24h Vol
- $46.71K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
WEEX(cex)- Mark Price
- $1.1077
- Exchange Ticker
- GRAMUSDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(4h)
- +20.64%
- 24h Vol
- $5.45M
243 long / 248 short samples · 2 days · auto-refresh every 30s