COMP COMP / PYTH Crypto vs MATH MATH / 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 / PYTHMATH / USD

📈 Performance Metrics

Start Price 117.580.30

End Price 327.990.06

Price Change % +178.94%-79.11%

Period High 529.230.39

Period Low 115.040.05

Price Range % 360.0%613.0%

🏆 All-Time Records

All-Time High 529.230.39

Days Since ATH 119 days314 days

Distance From ATH % -38.0%-83.8%

All-Time Low 115.040.05

Distance From ATL % +185.1%+15.7%

New ATHs Hit 33 times8 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.09%3.36%

Biggest Jump (1 Day) % +66.08+0.04

Biggest Drop (1 Day) % -185.94-0.04

Days Above Avg % 37.2%34.7%

Extreme Moves days 11 (3.2%)11 (3.2%)

Stability Score % 98.2%0.0%

Trend Strength % 51.9%54.7%

Recent Momentum (10-day) % +22.98%-27.35%

📊 Statistical Measures

Average Price 297.150.16

Median Price 276.000.13

Price Std Deviation 86.530.08

🚀 Returns & Growth

CAGR % +197.91%-81.20%

Annualized Return % +197.91%-81.20%

Total Return % +178.94%-79.11%

⚠️ Risk & Volatility

Daily Volatility % 5.40%4.83%

Annualized Volatility % 103.12%92.23%

Max Drawdown % -63.33%-85.97%

Sharpe Ratio 0.085-0.071

Sortino Ratio 0.087-0.076

Calmar Ratio 3.125-0.944

Ulcer Index 23.6462.25

📅 Daily Performance

Win Rate % 51.9%45.0%

Positive Days 178153

Negative Days 165187

Best Day % +39.85%+35.84%

Worst Day % -48.93%-25.52%

Avg Gain (Up Days) % +3.49%+3.34%

Avg Loss (Down Days) % -2.81%-3.36%

Profit Factor 1.340.81

🔥 Streaks & Patterns

Longest Win Streak days 89

Longest Loss Streak days 68

💹 Trading Metrics

Omega Ratio 1.3390.814

Expectancy % +0.46%-0.34%

Kelly Criterion % 4.67%0.00%

📅 Weekly Performance

Best Week % +42.30%+24.61%

Worst Week % -40.09%-19.41%

Weekly Win Rate % 45.3%42.3%

📆 Monthly Performance

Best Month % +45.64%+13.77%

Worst Month % -41.55%-24.24%

Monthly Win Rate % 61.5%30.8%

🔧 Technical Indicators

RSI (14-period) 72.3232.35

Price vs 50-Day MA % +16.33%-27.64%

Price vs 200-Day MA % -4.96%-40.62%

💰 Volume Analysis

Avg Volume 25,9402,400,309

Total Volume 8,897,576823,306,052

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 MATH (MATH):	-0.683 (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
MATH: Coinbase