COMP COMP / PYTH Crypto vs SQR SQR / 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 / PYTHSQR / USD
📈 Performance Metrics
Start Price 127.470.04
End Price 347.890.00
Price Change % +172.92%-92.66%
Period High 529.230.06
Period Low 112.730.00
Price Range % 369.5%2,246.1%
🏆 All-Time Records
All-Time High 529.230.06
Days Since ATH 113 days313 days
Distance From ATH % -34.3%-95.7%
All-Time Low 112.730.00
Distance From ATL % +208.6%+0.0%
New ATHs Hit 30 times8 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.08%4.76%
Biggest Jump (1 Day) % +66.08+0.01
Biggest Drop (1 Day) % -185.94-0.01
Days Above Avg % 36.0%26.7%
Extreme Moves days 11 (3.2%)14 (4.1%)
Stability Score % 98.2%0.0%
Trend Strength % 51.3%52.6%
Recent Momentum (10-day) % +6.61%-26.35%
📊 Statistical Measures
Average Price 293.430.02
Median Price 274.540.01
Price Std Deviation 89.520.02
🚀 Returns & Growth
CAGR % +191.08%-93.74%
Annualized Return % +191.08%-93.74%
Total Return % +172.92%-92.66%
⚠️ Risk & Volatility
Daily Volatility % 5.39%6.10%
Annualized Volatility % 102.89%116.59%
Max Drawdown % -63.33%-95.74%
Sharpe Ratio 0.084-0.092
Sortino Ratio 0.087-0.089
Calmar Ratio 3.017-0.979
Ulcer Index 23.1677.58
📅 Daily Performance
Win Rate % 51.3%46.0%
Positive Days 176154
Negative Days 167181
Best Day % +39.85%+37.35%
Worst Day % -48.93%-46.74%
Avg Gain (Up Days) % +3.51%+3.57%
Avg Loss (Down Days) % -2.78%-4.10%
Profit Factor 1.330.74
🔥 Streaks & Patterns
Longest Win Streak days 88
Longest Loss Streak days 69
💹 Trading Metrics
Omega Ratio 1.3330.741
Expectancy % +0.45%-0.57%
Kelly Criterion % 4.62%0.00%
📅 Weekly Performance
Best Week % +42.30%+49.78%
Worst Week % -40.09%-35.87%
Weekly Win Rate % 46.2%53.8%
📆 Monthly Performance
Best Month % +45.64%+42.03%
Worst Month % -41.55%-48.18%
Monthly Win Rate % 61.5%30.8%
🔧 Technical Indicators
RSI (14-period) 78.7816.66
Price vs 50-Day MA % +25.35%-48.32%
Price vs 200-Day MA % +1.19%-61.76%

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 SQR (SQR): -0.666 (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
SQR: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures