ZRO · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.15%, but entry and exit cost 0.24% 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 0.15% 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 | +$15.13 | -$34.87 | -$84.87 |
| Round-trip fees | −$24.00 | −$24.00 | −$24.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.35 | +$0.35 | +$0.35 |
| Net potential | -$8.52 | -$58.52 | -$108.52 |
⏱ 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 64 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
Toobit(cex)- Mark Price
- $1.5203
- Exchange Ticker
- ZRO-SWAP-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +9.78%
- OI
- $1.45M
- 24h Vol
- $3.66M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
BloFin(cex)- 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 Short260 long / 254 short samples · 2 days · auto-refresh every 30s