COMP COMP / PYTH Crypto vs IDEX IDEX / 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 / PYTHIDEX / USD
📈 Performance Metrics
Start Price 113.650.03
End Price 265.130.03
Price Change % +133.29%-26.59%
Period High 529.230.10
Period Low 112.730.02
Price Range % 369.5%547.0%
🏆 All-Time Records
All-Time High 529.230.10
Days Since ATH 109 days305 days
Distance From ATH % -49.9%-75.9%
All-Time Low 112.730.02
Distance From ATL % +135.2%+55.8%
New ATHs Hit 33 times18 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.04%4.91%
Biggest Jump (1 Day) % +66.08+0.04
Biggest Drop (1 Day) % -185.94-0.03
Days Above Avg % 35.0%33.2%
Extreme Moves days 10 (2.9%)10 (2.9%)
Stability Score % 98.2%0.0%
Trend Strength % 51.5%54.7%
Recent Momentum (10-day) % -1.86%-0.02%
📊 Statistical Measures
Average Price 291.390.03
Median Price 273.360.03
Price Std Deviation 90.980.01
🚀 Returns & Growth
CAGR % +146.96%-28.10%
Annualized Return % +146.96%-28.10%
Total Return % +133.29%-26.59%
⚠️ Risk & Volatility
Daily Volatility % 5.26%7.55%
Annualized Volatility % 100.41%144.21%
Max Drawdown % -63.33%-84.54%
Sharpe Ratio 0.0760.021
Sortino Ratio 0.0770.030
Calmar Ratio 2.321-0.332
Ulcer Index 22.8666.49
📅 Daily Performance
Win Rate % 51.5%45.2%
Positive Days 176154
Negative Days 166187
Best Day % +39.85%+71.26%
Worst Day % -48.93%-25.41%
Avg Gain (Up Days) % +3.41%+5.24%
Avg Loss (Down Days) % -2.79%-4.02%
Profit Factor 1.291.07
🔥 Streaks & Patterns
Longest Win Streak days 85
Longest Loss Streak days 66
💹 Trading Metrics
Omega Ratio 1.2951.073
Expectancy % +0.40%+0.16%
Kelly Criterion % 4.19%0.77%
📅 Weekly Performance
Best Week % +42.30%+99.28%
Worst Week % -40.09%-26.32%
Weekly Win Rate % 47.1%43.1%
📆 Monthly Performance
Best Month % +45.64%+41.53%
Worst Month % -41.55%-31.15%
Monthly Win Rate % 58.3%41.7%
🔧 Technical Indicators
RSI (14-period) 30.9460.69
Price vs 50-Day MA % -5.64%-5.04%
Price vs 200-Day MA % -22.54%+3.36%

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 IDEX (IDEX): -0.578 (Moderate negative)

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
IDEX: Kraken
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