WTI · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.05%, but entry and exit cost 0.33% 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 | +$4.81 | -$45.19 | -$95.19 |
| Round-trip fees | −$17.00 | −$17.00 | −$17.00 |
| Slippage(orderbook) | −$16.36 | −$16.36 | −$16.36 |
| Funding drag(est. 1h hold) | +$0.73 | +$0.73 | +$0.73 |
| Net potential | -$27.82 | -$77.82 | -$127.82 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.05%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 280 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.
Pacifica(dex)- Mark Price
- $93.2727
- Exchange Ticker
- CL
- Taker / Maker
- 0.04% / 0.015%
- Funding APR(1h)
- -41.68%
- OI
- $145.33K
- 24h Vol
- $124.50K
Aftermath(dex)- Mark Price
- $93.3176
- Exchange Ticker
- WTI
- Taker / Maker
- 0.045% / -0.005%
- Funding APR(1h)
- +22.49%
- OI
- $697.59
- 24h Vol
- $4.29K
280 long / 280 short samples · 1 day · auto-refresh every 30s