WTI · Convergence Trade
Current Spread (mark)
updated 1m ago+0.072%higher than 23% of spread values(window 1D)
long $87.6500 · short $87.7131(long 1m / short 1m old)
Entry Spread (order book)+0.084%on $10,000
long $87.6600 · short $87.7339(average execution prices, not mark)
market median $87.6450· long +0.0%· short +0.1%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
This spread does not cover its own costs
The spread is 0.07%, but entry and exit cost 0.28% 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 0.07% 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 | +$7.19 | -$42.81 | -$92.81 |
| Round-trip fees | −$24.00 | −$24.00 | −$24.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.21 | +$0.21 | +$0.21 |
| Net potential | -$20.38 | -$70.38 | -$120.38 |
Breakeven move 0.2757%·Tradeability: 0.3× round-trip cost · do not trade — spread below breakeven
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.11%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 283 samples
Current
+0.072%
23 pct
Median
+0.106%
Average
+0.104%
P25 → P75
+0.078% … +0.135%
Range
-0.497% … +0.294%
Std dev
±0.064%
tf
LONG
WEEX(cex)
WEEX(cex)- Mark Price
- $87.6500
- Exchange Ticker
- CLUSDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(4h)
- -18.46%
- OI
- $534.66
- 24h Vol
- $872.45K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade LongSHORT
Aster(dex)
Aster(dex)- Mark Price
- $87.7131
- Exchange Ticker
- CLUSD1
- Taker / Maker
- 0.04% / 0.01%
- Funding APR(4h)
- +0.00%
- OI
- $19.40M
- 24h Vol
- $13.44M
281 long / 283 short samples · 2 days · auto-refresh every 30s