ZRO · Convergence Trade
Profit Calculator
This spread does not cover its own costs
The spread is 0.07%, but entry and exit cost 0.31% 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 0.07% 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 | +$7.01 | -$42.99 | -$92.99 |
| Round-trip fees | −$7.00 | −$7.00 | −$7.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.00 | −$0.00 | −$0.00 |
| Net potential | -$24.26 | -$74.26 | -$124.26 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.20%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 277 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
- $1.6518
- Exchange Ticker
- ZRO
- Taker / Maker
- 0% / 0%
- Funding APR(4h)
- +10.96%
- OI
- $3.50M
- 24h Vol
- $892.49K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $1.6529
- Exchange Ticker
- ZRO-PERP
- Taker / Maker
- 0.035% / 0.01%
- Funding APR(1h)
- +10.96%
- OI
- $697.68K
- 24h Vol
- $218.24K
255 long / 241 short samples · 2 days · auto-refresh every 30s