COMP COMP / USD Crypto vs FTT FTT / USD 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 COMP / USDFTT / USD
📈 Performance Metrics
Start Price 44.621.74
End Price 32.130.76
Price Change % -27.99%-56.40%
Period High 120.503.87
Period Low 31.290.72
Price Range % 285.1%434.4%
🏆 All-Time Records
All-Time High 120.503.87
Days Since ATH 315 days287 days
Distance From ATH % -73.3%-80.4%
All-Time Low 31.290.72
Distance From ATL % +2.7%+4.9%
New ATHs Hit 12 times11 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.98%4.67%
Biggest Jump (1 Day) % +32.94+0.78
Biggest Drop (1 Day) % -20.85-0.49
Days Above Avg % 29.1%34.8%
Extreme Moves days 18 (5.2%)17 (4.9%)
Stability Score % 90.1%0.0%
Trend Strength % 49.9%54.1%
Recent Momentum (10-day) % -12.32%-10.41%
📊 Statistical Measures
Average Price 53.711.47
Median Price 46.701.10
Price Std Deviation 17.280.78
🚀 Returns & Growth
CAGR % -29.49%-58.55%
Annualized Return % -29.49%-58.55%
Total Return % -27.99%-56.40%
⚠️ Risk & Volatility
Daily Volatility % 5.31%5.86%
Annualized Volatility % 101.46%112.04%
Max Drawdown % -74.03%-81.29%
Sharpe Ratio 0.008-0.013
Sortino Ratio 0.009-0.015
Calmar Ratio -0.398-0.720
Ulcer Index 55.3463.80
📅 Daily Performance
Win Rate % 50.0%45.5%
Positive Days 171155
Negative Days 171186
Best Day % +37.62%+35.00%
Worst Day % -17.55%-20.03%
Avg Gain (Up Days) % +3.76%+4.49%
Avg Loss (Down Days) % -3.68%-3.88%
Profit Factor 1.020.96
🔥 Streaks & Patterns
Longest Win Streak days 99
Longest Loss Streak days 59
💹 Trading Metrics
Omega Ratio 1.0220.965
Expectancy % +0.04%-0.08%
Kelly Criterion % 0.30%0.00%
📅 Weekly Performance
Best Week % +41.75%+36.20%
Worst Week % -24.09%-24.69%
Weekly Win Rate % 48.1%53.8%
📆 Monthly Performance
Best Month % +61.36%+46.25%
Worst Month % -20.81%-41.51%
Monthly Win Rate % 38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 22.0618.16
Price vs 50-Day MA % -23.67%-11.97%
Price vs 200-Day MA % -28.05%-18.77%

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).

COMP (COMP) vs FTT (FTT): 0.857 (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

COMP: Kraken
FTT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures