COMP COMP / USD Crypto vs T T / 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 / USDT / USD

📈 Performance Metrics

Start Price 53.650.03

End Price 31.960.01

Price Change % -40.43%-59.84%

Period High 120.500.04

Period Low 31.290.01

Price Range % 285.1%250.4%

🏆 All-Time Records

All-Time High 120.500.04

Days Since ATH 328 days325 days

Distance From ATH % -73.5%-70.9%

All-Time Low 31.290.01

Distance From ATL % +2.1%+2.1%

New ATHs Hit 7 times8 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.92%3.59%

Biggest Jump (1 Day) % +32.94+0.01

Biggest Drop (1 Day) % -20.85-0.01

Days Above Avg % 29.7%29.7%

Extreme Moves days 19 (5.5%)15 (4.4%)

Stability Score % 90.1%0.0%

Trend Strength % 50.1%51.3%

Recent Momentum (10-day) % -5.30%-6.35%

📊 Statistical Measures

Average Price 53.090.02

Median Price 46.020.02

Price Std Deviation 17.690.01

🚀 Returns & Growth

CAGR % -42.38%-62.13%

Annualized Return % -42.38%-62.13%

Total Return % -40.43%-59.84%

⚠️ Risk & Volatility

Daily Volatility % 5.26%5.06%

Annualized Volatility % 100.54%96.67%

Max Drawdown % -74.03%-71.46%

Sharpe Ratio -0.003-0.028

Sortino Ratio -0.003-0.029

Calmar Ratio -0.572-0.869

Ulcer Index 57.1053.64

📅 Daily Performance

Win Rate % 49.7%48.1%

Positive Days 170163

Negative Days 172176

Best Day % +37.62%+41.73%

Worst Day % -17.55%-18.52%

Avg Gain (Up Days) % +3.65%+3.52%

Avg Loss (Down Days) % -3.64%-3.53%

Profit Factor 0.990.92

🔥 Streaks & Patterns

Longest Win Streak days 96

Longest Loss Streak days 55

💹 Trading Metrics

Omega Ratio 0.9910.922

Expectancy % -0.02%-0.14%

Kelly Criterion % 0.00%0.00%

📅 Weekly Performance

Best Week % +41.75%+27.34%

Worst Week % -24.09%-17.87%

Weekly Win Rate % 50.0%50.0%

📆 Monthly Performance

Best Month % +34.20%+16.90%

Worst Month % -20.81%-22.24%

Monthly Win Rate % 38.5%30.8%

🔧 Technical Indicators

RSI (14-period) 50.1247.15

Price vs 50-Day MA % -19.07%-18.74%

Price vs 200-Day MA % -27.55%-27.31%

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 T (T):	0.926 (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
T: Kraken