WTI · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.05%, but entry and exit cost 0.55% 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 0.05% 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 | +$5.49 | -$44.51 | -$94.51 |
| Round-trip fees | −$16.00 | −$16.00 | −$16.00 |
| Slippage(orderbook) | −$38.67 | −$38.67 | −$38.67 |
| Funding drag(est. 1h hold) | −$0.00 | −$0.00 | −$0.00 |
| Net potential | -$49.18 | -$99.18 | -$149.18 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.07%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 284 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
- $91.1500
- Exchange Ticker
- USOIL_USDT
- Taker / Maker
- 0.02% / 0%
- Funding APR(4h)
- +0.00%
- OI
- $47.95M
- 24h Vol
- $4.74M
- Mark Price
- $91.2000
- Exchange Ticker
- XTI-SWAP-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +0.00%
- OI
- $936.58K
- 24h Vol
- $368.60K
283 long / 281 short samples · 2 days · auto-refresh every 30s