XAUT · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.05%, 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 0.05% 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 | +$5.29 | -$44.71 | -$94.71 |
| Round-trip fees | −$19.00 | −$19.00 | −$19.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$1.05 | +$1.05 | +$1.05 |
| Net potential | -$17.51 | -$67.51 | -$117.51 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.03% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 36 comparable episodes over 1D. Check the position roughly every ~1h.
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.
Aftermath(dex)- Mark Price
- $4,139.51
- Exchange Ticker
- XAUT
- Taker / Maker
- 0.045% / -0.005%
- Funding APR(1h)
- -45.91%
- OI
- $96.69K
- 24h Vol
- $35.62K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Crypto.com(cex)- Mark Price
- $4,141.7
- Exchange Ticker
- XAUTUSD-PERP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(1h)
- +46.44%
- OI
- $276.14K
- 24h Vol
- $1.24M
284 long / 284 short samples · 2 days · auto-refresh every 30s