ALGO ALGO / FTT Crypto vs SYS SYS / FTT Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

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Asset ALGO / FTTSYS / FTT
📈 Performance Metrics
Start Price 0.100.05
End Price 0.230.04
Price Change % +131.21%-32.28%
Period High 0.360.07
Period Low 0.090.03
Price Range % 314.5%134.3%
🏆 All-Time Records
All-Time High 0.360.07
Days Since ATH 99 days325 days
Distance From ATH % -35.3%-45.0%
All-Time Low 0.090.03
Distance From ATL % +168.2%+28.9%
New ATHs Hit 18 times7 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.94%3.91%
Biggest Jump (1 Day) % +0.05+0.01
Biggest Drop (1 Day) % -0.07-0.02
Days Above Avg % 46.8%46.8%
Extreme Moves days 21 (6.1%)18 (5.2%)
Stability Score % 0.0%0.0%
Trend Strength % 56.6%45.5%
Recent Momentum (10-day) % +1.75%+5.84%
📊 Statistical Measures
Average Price 0.200.04
Median Price 0.200.04
Price Std Deviation 0.060.01
🚀 Returns & Growth
CAGR % +143.98%-33.96%
Annualized Return % +143.98%-33.96%
Total Return % +131.21%-32.28%
⚠️ Risk & Volatility
Daily Volatility % 6.18%5.60%
Annualized Volatility % 118.00%106.97%
Max Drawdown % -55.36%-57.32%
Sharpe Ratio 0.0710.009
Sortino Ratio 0.0680.008
Calmar Ratio 2.601-0.592
Ulcer Index 26.6836.62
📅 Daily Performance
Win Rate % 56.6%54.5%
Positive Days 194187
Negative Days 149156
Best Day % +32.89%+18.95%
Worst Day % -27.11%-27.50%
Avg Gain (Up Days) % +4.09%+3.66%
Avg Loss (Down Days) % -4.31%-4.28%
Profit Factor 1.231.02
🔥 Streaks & Patterns
Longest Win Streak days 88
Longest Loss Streak days 610
💹 Trading Metrics
Omega Ratio 1.2341.025
Expectancy % +0.44%+0.05%
Kelly Criterion % 2.49%0.31%
📅 Weekly Performance
Best Week % +68.41%+30.70%
Worst Week % -27.50%-27.15%
Weekly Win Rate % 50.0%44.2%
📆 Monthly Performance
Best Month % +85.51%+46.25%
Worst Month % -53.02%-47.20%
Monthly Win Rate % 69.2%69.2%
🔧 Technical Indicators
RSI (14-period) 62.0259.33
Price vs 50-Day MA % -6.36%-10.97%
Price vs 200-Day MA % -2.98%-16.95%
💰 Volume Analysis
Avg Volume 5,835,33518,716,585
Total Volume 2,007,355,3016,438,505,326

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).

ALGO (ALGO) vs SYS (SYS): 0.430 (Moderate 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

ALGO: Kraken
SYS: Binance
ByBit Futures Trading Trade hundreds of crypto perpetual futures