ZEC · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.82% 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 | +$81.83 | +$31.83 | -$18.17 |
| Round-trip fees | −$14.00 | −$14.00 | −$14.00 |
| Slippage(orderbook) | −$41.74 | −$41.74 | −$41.74 |
| Funding drag(est. 1h hold) | +$3.02 | +$3.02 | +$3.02 |
| Net potential | +$29.11 | -$20.89 | -$70.89 |
⏱ Hold time (estimated from history)
Over 1D the spread rarely converged to the median 0.19% (60% of episodes never did). The spread may be structural rather than mean-reverting — do not count on a quick exit; take profit on actual compression, not on a timer.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 272 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
- $1,426.71
- Exchange Ticker
- ZEC-PERP
- Taker / Maker
- 0.03% / 0.01%
- Funding APR(1h)
- +5.37%
- OI
- $658.37K
- 24h Vol
- $2.23M
- Mark Price
- $1,438.38
- Exchange Ticker
- ZEC-PERP
- Taker / Maker
- 0.04% / 0.02%
- Funding APR(1h)
- +269.99%
- OI
- $3.14M
- 24h Vol
- $6.49M
260 long / 264 short samples · 2 days · auto-refresh every 30s