XAUT · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.05%, but entry and exit cost 0.22% 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 | +$4.69 | -$45.31 | -$95.31 |
| Round-trip fees | −$21.00 | −$21.00 | −$21.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.76 | +$0.76 | +$0.76 |
| Net potential | -$17.06 | -$67.06 | -$117.06 |
⏱ 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 46 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 · 282 samples
Bitget(cex)- Mark Price
- $3,937.5
- Exchange Ticker
- XAUTUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- -0.88%
- OI
- $48.06M
- 24h Vol
- $14.97M
Aftermath(dex)- Mark Price
- $3,939.35
- Exchange Ticker
- XAUT
- Taker / Maker
- 0.045% / -0.005%
- Funding APR(1h)
- +65.28%
- OI
- $2.61K
- 24h Vol
- $112.85K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short282 long / 280 short samples · 2 days · auto-refresh every 30s