POL · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.11%, but entry and exit cost 0.22% 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 0.11% 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 | +$11.08 | -$38.92 | -$88.92 |
| Round-trip fees | −$22.00 | −$22.00 | −$22.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.04 | +$0.04 | +$0.04 |
| Net potential | -$10.88 | -$60.88 | -$110.88 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.07% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 48 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 · 249 samples
KuCoin(cex)- Mark Price
- $0.09475
- Exchange Ticker
- POLUSDTM
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +10.96%
- OI
- $3.25M
- 24h Vol
- $264.40K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Crypto.com(cex)- Mark Price
- $0.09485
- Exchange Ticker
- POLUSD-PERP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(1h)
- +14.03%
- OI
- $54.30K
- 24h Vol
- $6.76K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short203 long / 215 short samples · 2 days · auto-refresh every 30s