KORU · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.23%, but entry and exit cost 0.30% 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 0.23% 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 | +$22.82 | -$27.18 | -$77.18 |
| Round-trip fees | −$24.00 | −$24.00 | −$24.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.06 | −$0.06 | −$0.06 |
| Net potential | -$6.91 | -$56.91 | -$106.91 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.10% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 34 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 · 246 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
- $21.2530
- Exchange Ticker
- xyz:KORU
- Taker / Maker
- 0.09% / 0.03%
- Funding APR(1h)
- +5.48%
- OI
- $3.26M
- 24h Vol
- $4.12M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $21.3015
- Exchange Ticker
- KORU-PERP
- Taker / Maker
- 0.03% / 0.01%
- Funding APR(1h)
- +0.00%
- OI
- $33.39K
- 24h Vol
- $192.87K
235 long / 232 short samples · 2 days · auto-refresh every 30s