WTI · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.04%, but entry and exit cost 0.23% 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 0.04% 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 | +$4.28 | -$45.72 | -$95.72 |
| Round-trip fees | −$20.00 | −$20.00 | −$20.00 |
| Slippage(orderbook) | −$3.21 | −$3.21 | −$3.21 |
| Funding drag(est. 1h hold) | +$0.23 | +$0.23 | +$0.23 |
| Net potential | -$18.70 | -$68.70 | -$118.70 |
⏱ 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 · 283 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.
WEEX(cex)- Mark Price
- $93.4300
- Exchange Ticker
- CLUSDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(4h)
- -19.94%
- OI
- $1.30M
- 24h Vol
- $909.71K
MEXC(cex)- Mark Price
- $93.4700
- Exchange Ticker
- USOIL_USDT
- Taker / Maker
- 0.02% / 0%
- Funding APR(4h)
- +0.00%
- OI
- $54.06M
- 24h Vol
- $8.32M
280 long / 281 short samples · 1 day · auto-refresh every 30s