ZBT · Convergence Trade
Sparse data (28% of expected samples) — statistics may be unreliable
Forward-fill used for gaps in mark-price history. Smaller window or current spread reading more trustworthy than long-range stats.
Profit Calculator
Three scenarios: the current spread 0.38% 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 | +$37.83 | -$12.17 | -$62.17 |
| Round-trip fees | −$13.00 | −$13.00 | −$13.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.79 | −$0.79 | −$0.79 |
| Net potential | +$24.04 | -$25.96 | -$75.96 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.26% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 28 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 · 128 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
- $0.07742
- Exchange Ticker
- ZBT-USD
- Taker / Maker
- 0.025% / 0%
- Funding APR(1h)
- -58.69%
- OI
- $2.67K
- 24h Vol
- $149.66K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.07771
- Exchange Ticker
- ZBTUSDT
- Taker / Maker
- 0.04% / 0.01%
- Funding APR(1h)
- -127.55%
- OI
- $13.32K
- 24h Vol
- $42.17K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short80 long / 82 short samples · 2 days · auto-refresh every 30s