TA · Convergence Trade
Profit Calculator
Slippage is not in these figures yet — the order book is still loading. Breakeven is understated and tradeability overstated until it arrives; wait for the refresh before judging the trade.
Three scenarios: the current spread 0.54% 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 | +$54.24 | +$4.24 | -$45.76 |
| Round-trip fees | −$24.00 | −$24.00 | −$24.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.42 | +$0.42 | +$0.42 |
| Net potential | +$30.66 | -$19.34 | -$69.34 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.33% (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 · 277 samples
KuCoin(cex)- Mark Price
- $0.1161
- Exchange Ticker
- TAUSDTM
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +10.96%
- OI
- $513.43K
- 24h Vol
- $129.44K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Hotcoin(cex)- Mark Price
- $0.1168
- Exchange Ticker
- TAUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +47.81%
- OI
- $594.54K
- 24h Vol
- $752.76K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short255 long / 248 short samples · 2 days · auto-refresh every 30s