XAU · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.11%, but entry and exit cost 0.26% 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 0.11% 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 | +$11.46 | -$38.54 | -$88.54 |
| Round-trip fees | −$22.00 | −$22.00 | −$22.00 |
| Slippage(orderbook) | −$4.50 | −$4.50 | −$4.50 |
| Funding drag(est. 1h hold) | +$0.92 | +$0.92 | +$0.92 |
| Net potential | -$14.12 | -$64.12 | -$114.12 |
⏱ 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 · 282 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.
LBank(cex)- Mark Price
- $4,295.85
- Exchange Ticker
- GOLDUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +0.00%
- 24h Vol
- $297.37M
HTX(cex)- Mark Price
- $4,300.78
- Exchange Ticker
- XAU-USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(4h)
- +80.35%
- OI
- $3.19M
- 24h Vol
- $2.87M
279 long / 280 short samples · 2 days · auto-refresh every 30s