How is arbitrage profit calculated?

You buy on the cheaper exchange and sell on the dearer one. Gross profit is (sell price − buy price) ÷ buy price × trade size. From that you subtract the buy-side fee, the sell-side fee, and the slippage cost to get net profit. If the spread is smaller than total costs, the trade loses money.

Why does slippage matter so much?

Arbitrage spreads are usually small, so even a fraction of a percent of slippage on each leg can erase the edge. Slippage grows with trade size relative to order-book depth, which is why large arbitrage trades are harder than they look on paper.

What is the break-even spread?

It is the minimum percentage gap between the two prices at which net profit becomes zero — the sum of both fees plus total slippage as a percentage. Any real spread must exceed this to be worth executing. The tool computes it from your fee and slippage inputs.

Does this account for transfer time and withdrawal fees?

No — it models a same-asset spot spread with taker fees and slippage. Cross-exchange arbitrage also incurs withdrawal fees and on-chain transfer time during which the spread can vanish. Add those costs separately before committing capital.

Is my trade data sent anywhere?

No. All calculations run locally in your browser. Nothing you enter is transmitted or stored.

Crypto Arbitrage Profit Calculator

The Crypto Arbitrage Profit Calculator tells you whether a price gap between two exchanges is actually worth trading once fees and slippage are accounted for. It computes the gross spread, the total cost drag, your net profit, and the minimum spread you need to break even.

How it works

Arbitrage means buying an asset where it is cheap (exchange A) and selling it where it is dear (exchange B). The economics are:

gross spread %   = (priceB − priceA) / priceA × 100
gross profit     = gross spread % × tradeSize
buy fee          = tradeSize × feeA%
sell fee         = tradeSize × feeB%
slippage cost    = tradeSize × slippage% × 2   (both legs)
net profit       = gross profit − buy fee − sell fee − slippage cost

The break-even spread is the spread at which net profit is exactly zero:

break-even % = feeA% + feeB% + slippage% × 2

Any real spread larger than this leaves a profit; anything smaller is a loss.

Example and notes

Buy BTC at $60,000 on A and sell at $60,180 on B — a 0.30% gross spread. On a $10,000 trade that is $30 gross. With 0.10% taker fees on each side ($10 + $10) and 0.05% slippage per leg ($5 + $5), total costs are $30, so net profit is roughly $0 — exactly break-even. The break-even spread here is 0.10 + 0.10 + 0.05 × 2 = 0.30%.

This model covers same-asset spot spreads only. Real cross-exchange arbitrage also pays withdrawal fees and bears the risk that the spread closes during the on-chain transfer. Treat the net-profit figure as the best case and size trades to the thinner order book of the two venues.