A A / PYTH Crypto vs WAVES WAVES / PYTH Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

Settings

Asset A / PYTHWAVES / PYTH
📈 Performance Metrics
Start Price 4.602.62
End Price 2.476.03
Price Change % -46.17%+130.46%
Period High 4.6712.73
Period Low 2.212.60
Price Range % 111.2%389.0%
🏆 All-Time Records
All-Time High 4.6712.73
Days Since ATH 77 days51 days
Distance From ATH % -47.0%-52.6%
All-Time Low 2.212.60
Distance From ATL % +11.8%+131.8%
New ATHs Hit 1 times32 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.24%3.66%
Biggest Jump (1 Day) % +0.31+1.77
Biggest Drop (1 Day) % -2.10-5.53
Days Above Avg % 45.6%53.9%
Extreme Moves days 2 (2.6%)16 (4.7%)
Stability Score % 0.0%20.8%
Trend Strength % 48.7%48.8%
Recent Momentum (10-day) % -8.23%-5.89%
📊 Statistical Measures
Average Price 3.447.25
Median Price 2.987.64
Price Std Deviation 0.792.19
🚀 Returns & Growth
CAGR % -94.49%+143.77%
Annualized Return % -94.49%+143.77%
Total Return % -46.17%+130.46%
⚠️ Risk & Volatility
Daily Volatility % 6.53%5.74%
Annualized Volatility % 124.77%109.57%
Max Drawdown % -52.65%-58.58%
Sharpe Ratio -0.0770.075
Sortino Ratio -0.0590.077
Calmar Ratio -1.7952.454
Ulcer Index 31.2822.32
📅 Daily Performance
Win Rate % 51.3%48.8%
Positive Days 40167
Negative Days 38175
Best Day % +13.21%+25.31%
Worst Day % -48.63%-51.20%
Avg Gain (Up Days) % +2.59%+4.19%
Avg Loss (Down Days) % -3.75%-3.16%
Profit Factor 0.731.26
🔥 Streaks & Patterns
Longest Win Streak days 57
Longest Loss Streak days 48
💹 Trading Metrics
Omega Ratio 0.7261.264
Expectancy % -0.50%+0.43%
Kelly Criterion % 0.00%3.23%
📅 Weekly Performance
Best Week % +1.06%+31.30%
Worst Week % -39.22%-40.91%
Weekly Win Rate % 8.3%52.9%
📆 Monthly Performance
Best Month % +-3.01%+73.01%
Worst Month % -41.12%-30.34%
Monthly Win Rate % 0.0%41.7%
🔧 Technical Indicators
RSI (14-period) 15.5418.61
Price vs 50-Day MA % -15.79%-15.05%
Price vs 200-Day MA % N/A-28.35%

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).

A (A) vs WAVES (WAVES): 0.876 (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

A: Kraken
WAVES: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures