WLFI · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.16%, but entry and exit cost 0.32% 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 0.16% 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 | +$16.06 | -$33.94 | -$83.94 |
| Round-trip fees | −$19.00 | −$19.00 | −$19.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.00 | −$0.00 | −$0.00 |
| Net potential | -$15.60 | -$65.60 | -$115.60 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.03% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 6 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 · 284 samples
- Mark Price
- $0.04747
- Exchange Ticker
- WLFIUSDT
- Taker / Maker
- 0.055% / 0.02%
- Funding APR(4h)
- +10.96%
- OI
- $23.31M
- 24h Vol
- $6.64M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.04755
- Exchange Ticker
- WLFIUSDT
- Taker / Maker
- 0.04% / 0.01%
- Funding APR(4h)
- +10.96%
- OI
- $8.70M
- 24h Vol
- $1.15M
284 long / 284 short samples · 2 days · auto-refresh every 30s