KAITO · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.33% 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 | +$33.42 | -$16.58 | -$66.58 |
| Round-trip fees | −$19.00 | −$19.00 | −$19.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.05 | −$0.05 | −$0.05 |
| Net potential | -$780.06 | -$830.06 | -$880.06 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.31% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 277 comparable episodes over 7D. Check the position roughly every ~1h.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 1,851 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.
- Mark Price
- $0.3411
- Exchange Ticker
- KAITO
- Taker / Maker
- 0.045% / 0.015%
- Funding APR(1h)
- +10.95%
- OI
- $23.88K
- 24h Vol
- $238.72K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.3422
- Exchange Ticker
- KAITO
- Taker / Maker
- 0.05% / 0.01%
- Funding APR(1h)
- +6.13%
- OI
- $7.72K
- 24h Vol
- $7.92K
1488 long / 1596 short samples · 8 days · auto-refresh every 30s