ACM ACM / SIS Crypto vs WAL WAL / SIS Crypto

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Detailed statistical analysis including performance metrics, risk indicators, technical analysis, and advanced ratios.

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Asset ACM / SISWAL / SIS
📈 Performance Metrics
Start Price 12.608.53
End Price 9.982.91
Price Change % -20.76%-65.86%
Period High 19.0713.75
Period Low 8.502.63
Price Range % 124.2%422.2%
🏆 All-Time Records
All-Time High 19.0713.75
Days Since ATH 89 days195 days
Distance From ATH % -47.6%-78.8%
All-Time Low 8.502.63
Distance From ATL % +17.4%+10.5%
New ATHs Hit 14 times7 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.51%4.70%
Biggest Jump (1 Day) % +3.69+2.34
Biggest Drop (1 Day) % -2.85-2.09
Days Above Avg % 58.1%47.6%
Extreme Moves days 18 (5.2%)17 (7.4%)
Stability Score % 60.5%6.5%
Trend Strength % 49.3%54.3%
Recent Momentum (10-day) % +6.28%-4.63%
📊 Statistical Measures
Average Price 13.696.95
Median Price 14.006.86
Price Std Deviation 2.142.28
🚀 Returns & Growth
CAGR % -21.93%-81.83%
Annualized Return % -21.93%-81.83%
Total Return % -20.76%-65.86%
⚠️ Risk & Volatility
Daily Volatility % 5.41%6.49%
Annualized Volatility % 103.32%124.06%
Max Drawdown % -55.41%-80.85%
Sharpe Ratio 0.014-0.039
Sortino Ratio 0.015-0.042
Calmar Ratio -0.396-1.012
Ulcer Index 25.1850.34
📅 Daily Performance
Win Rate % 50.7%45.7%
Positive Days 174105
Negative Days 169125
Best Day % +33.46%+21.86%
Worst Day % -20.05%-20.66%
Avg Gain (Up Days) % +3.59%+4.91%
Avg Loss (Down Days) % -3.54%-4.59%
Profit Factor 1.040.90
🔥 Streaks & Patterns
Longest Win Streak days 65
Longest Loss Streak days 77
💹 Trading Metrics
Omega Ratio 1.0420.897
Expectancy % +0.07%-0.26%
Kelly Criterion % 0.58%0.00%
📅 Weekly Performance
Best Week % +32.10%+36.29%
Worst Week % -23.42%-29.45%
Weekly Win Rate % 50.0%48.6%
📆 Monthly Performance
Best Month % +21.46%+27.57%
Worst Month % -27.86%-42.58%
Monthly Win Rate % 38.5%30.0%
🔧 Technical Indicators
RSI (14-period) 42.1941.67
Price vs 50-Day MA % -6.38%-26.71%
Price vs 200-Day MA % -25.64%-56.60%

Performance Metrics: Shows the price at the start and end of the period, total change, and the highest/lowest prices reached during this time frame. | All-Time Records: All-time records show the highest and lowest prices ever reached during this period, how far the current price is from those extremes, and how long ago they occurred. | Easy-to-Understand Stats: Easy-to-understand metrics including typical daily price movements, biggest single-day gains/losses, how often price stayed above average, stability measures, and short-term momentum trends. | Returns & Growth: CAGR (Compound Annual Growth Rate) shows the annualized return rate if this growth continued consistently, while annualized and total returns show performance scaled to different time periods. | Risk & Volatility: Risk metrics show price volatility (daily and annualized), maximum drawdown (worst peak-to-trough decline), and various ratios (Sharpe, Sortino, Calmar, Treynor, Information) that measure risk-adjusted returns. | Daily Performance: Daily performance shows positive vs negative days, win rate, best and worst single days, average gains/losses on up/down days, gain/loss ratio, and profit factor (total gains divided by total losses). | Trading Metrics: Trading metrics include Omega ratio (probability-weighted gains vs losses), payoff ratio (avg win/avg loss), expectancy (expected return per trade), Kelly Criterion (optimal position sizing %), and price efficiency (trending vs choppy).

📊 Asset Correlations

Correlation coefficient ranges from -1 (perfectly inverse) to +1 (perfectly correlated).

ACM (ACM) vs WAL (WAL): 0.785 (Strong positive)

Correlation shows how closely asset prices move together: +1.0 means perfect positive correlation (move in sync), 0 means no relationship, -1.0 means perfect negative correlation (move opposite). Lower correlation can help with portfolio diversification.

Data sources

ACM: Binance
WAL: Kraken
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