SOL · Convergence Trade
Current Spread (mark)
updated 1m ago+0.267%higher than 87% of spread values(window 1D)
long $75.6800 · short $75.8820(long 1m / short 53s old)
Entry Spread (order book)+0.390%on $10,000
long $75.7508 · short $76.0460(average execution prices, not mark)
market median $75.6920· long -0.0%· short +0.3%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
This spread does not cover its own costs
The spread is 0.27%, but entry and exit cost 0.58% 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 0.27% 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 | +$26.69 | -$23.31 | -$73.31 |
| Round-trip fees | −$27.60 | −$27.60 | −$27.60 |
| Slippage(orderbook) | −$30.96 | −$30.96 | −$30.96 |
| Funding drag(est. 1h hold) | +$0.80 | +$0.80 | +$0.80 |
| Net potential | -$31.07 | -$81.07 | -$131.07 |
Breakeven move 0.5776%·Tradeability: 0.5× round-trip cost · do not trade — spread below breakeven
⏱ Hold time (estimated from history)
Over 1D the spread rarely converged to the median 0.10% (72% of episodes never did). The spread may be structural rather than mean-reverting — do not count on a quick exit; take profit on actual compression, not on a timer.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 285 samples
Current
+0.267%
87 pct
Median
+0.082%
Average
+0.102%
P25 → P75
+0.017% … +0.210%
Range
-0.474% … +0.443%
Std dev
±0.136%
tf
LONG
Crypto.com(cex)
Crypto.com(cex)- Mark Price
- $75.6800
- Exchange Ticker
- SOLUSD-PERP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(1h)
- -21.52%
- OI
- $2.28M
- 24h Vol
- $16.53M
SHORT
Perpl(dex)
Perpl(dex)- Mark Price
- $75.8820
- Exchange Ticker
- SOL
- Taker / Maker
- 0.088% / 0.05%
- Funding APR(43m)
- +48.93%
- OI
- $52.34K
- 24h Vol
- $1.28M
283 long / 285 short samples · 2 days · auto-refresh every 30s