LTC · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.25% 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 | +$24.53 | -$25.47 | -$75.47 |
| Round-trip fees | −$13.50 | −$13.50 | −$13.50 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.14 | +$0.14 | +$0.14 |
| Net potential | +$11.17 | -$38.83 | -$88.83 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.17% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 83 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 · 1,928 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
- $44.3961
- Exchange Ticker
- LTC-USD-PERP
- Taker / Maker
- 0.0075% / 0%
- Funding APR(8h)
- -3.86%
- OI
- $10.72K
- 24h Vol
- $1.31K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $44.5050
- Exchange Ticker
- LTCUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- +8.38%
- OI
- $27.69M
- 24h Vol
- $8.04M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1922 long / 1924 short samples · 8 days · auto-refresh every 30s