ZBCN · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.28% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.5% | 1.0% |
|---|---|---|---|
| Gross profit | +$27.60 | -$22.40 | -$72.40 |
| Round-trip fees | −$28.00 | −$28.00 | −$28.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.96 | +$0.96 | +$0.96 |
| Net potential | +$0.56 | -$49.44 | -$99.44 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.21% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 359 comparable episodes over 7D. Check the position roughly every ~1h.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 1,970 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.
- Mark Price
- $0.001594
- Exchange Ticker
- ZBCNUSDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(8h)
- -72.82%
- OI
- $39.19M
- 24h Vol
- $12.55K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.001599
- Exchange Ticker
- ZBCNUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +10.95%
- 24h Vol
- $76.97K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1968 long / 1879 short samples · 8 days · auto-refresh every 30s