ZRO · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.16%, but entry and exit cost 0.37% 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 0.16% 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 | +$15.79 | -$34.21 | -$84.21 |
| Round-trip fees | −$21.00 | −$21.00 | −$21.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.33 | +$0.33 | +$0.33 |
| Net potential | -$20.76 | -$70.76 | -$120.76 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.14% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 57 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 · 285 samples
- Mark Price
- $1.5202
- Exchange Ticker
- ZRO
- Taker / Maker
- 0.045% / 0.015%
- Funding APR(1h)
- +10.96%
- OI
- $43.19M
- 24h Vol
- $9.20M
- Mark Price
- $1.5226
- Exchange Ticker
- ZRO-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +40.14%
- OI
- $1.10M
- 24h Vol
- $197.67K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short285 long / 254 short samples · 2 days · auto-refresh every 30s