ZEC · Convergence Trade
Current Spread (mark)
updated 57s ago+0.143%higher than 95% of spread values(window 1D)
long $899.2972 · short $900.5800
Entry Spread (order book)-0.033%on $10,000
long $900.9026 · short $900.6100(average execution prices, not mark)
market median $900.4700· long -0.1%· short +0.0%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
This spread does not cover its own costs
The spread is 0.14%, 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 0.14% 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 | +$14.26 | -$35.74 | -$85.74 |
| Round-trip fees | −$20.00 | −$20.00 | −$20.00 |
| Slippage(orderbook) | −$2.55 | −$2.55 | −$2.55 |
| Funding drag(est. 1h hold) | −$0.00 | −$0.00 | −$0.00 |
| Net potential | -$8.29 | -$58.29 | -$108.29 |
Breakeven move 0.2255%·Tradeability: 0.6× round-trip cost · do not trade — spread below breakeven
⏱ Hold time (estimated from history)
~12mintypical time to exit(usually ~6min–~24min)
Exit target: spread compresses to the median 0.03% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 31 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
Current
+0.143%
95 pct
Median
-0.002%
Average
-0.003%
P25 → P75
-0.043% … +0.027%
Range
-0.239% … +0.518%
Std dev
±0.084%
tf
LONG
Binance Futures(cex)
- Mark Price
- $899.2972
- Exchange Ticker
- ZECUSDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- +10.96%
- OI
- $410.62M
- 24h Vol
- $1451.22M
SHORT
grvt(dex)
- Mark Price
- $900.5800
- Exchange Ticker
- ZEC_USDT_Perp
- Taker / Maker
- 0.05% / 0.01%
- Funding APR(8h)
- +10.96%
- OI
- $1.70M
- 24h Vol
- $2.54M
284 long / 284 short samples · 2 days · auto-refresh every 30s