CTA CTA / USD Crypto vs TREE TREE / 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 CTA / USDTREE / USD
📈 Performance Metrics
Start Price 0.030.68
End Price 0.020.14
Price Change % -33.08%-79.76%
Period High 0.080.68
Period Low 0.020.14
Price Range % 406.6%394.0%
🏆 All-Time Records
All-Time High 0.080.68
Days Since ATH 134 days93 days
Distance From ATH % -74.4%-79.8%
All-Time Low 0.020.14
Distance From ATL % +29.9%+0.0%
New ATHs Hit 9 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.75%5.80%
Biggest Jump (1 Day) % +0.02+0.08
Biggest Drop (1 Day) % -0.02-0.15
Days Above Avg % 47.8%57.4%
Extreme Moves days 20 (5.8%)4 (4.3%)
Stability Score % 0.0%0.0%
Trend Strength % 46.8%55.9%
Recent Momentum (10-day) % -23.42%-8.47%
📊 Statistical Measures
Average Price 0.030.30
Median Price 0.030.32
Price Std Deviation 0.010.10
🚀 Returns & Growth
CAGR % -34.70%-99.81%
Annualized Return % -34.70%-99.81%
Total Return % -33.08%-79.76%
⚠️ Risk & Volatility
Daily Volatility % 7.95%7.58%
Annualized Volatility % 151.80%144.82%
Max Drawdown % -75.19%-79.76%
Sharpe Ratio 0.025-0.184
Sortino Ratio 0.026-0.166
Calmar Ratio -0.462-1.251
Ulcer Index 45.2857.98
📅 Daily Performance
Win Rate % 53.1%43.5%
Positive Days 18240
Negative Days 16152
Best Day % +46.88%+27.55%
Worst Day % -33.74%-34.10%
Avg Gain (Up Days) % +5.17%+4.57%
Avg Loss (Down Days) % -5.43%-6.02%
Profit Factor 1.080.58
🔥 Streaks & Patterns
Longest Win Streak days 83
Longest Loss Streak days 74
💹 Trading Metrics
Omega Ratio 1.0770.584
Expectancy % +0.20%-1.41%
Kelly Criterion % 0.70%0.00%
📅 Weekly Performance
Best Week % +67.85%+15.86%
Worst Week % -31.82%-32.28%
Weekly Win Rate % 61.5%33.3%
📆 Monthly Performance
Best Month % +60.32%+-3.99%
Worst Month % -40.51%-32.42%
Monthly Win Rate % 46.2%0.0%
🔧 Technical Indicators
RSI (14-period) 17.6736.68
Price vs 50-Day MA % -42.66%-40.33%
Price vs 200-Day MA % -46.68%N/A

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).

CTA (CTA) vs TREE (TREE): 0.641 (Moderate 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

CTA: Bybit
TREE: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures